Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416771.6696 | 529843.6047 | -113071.9351 | -42156.1987 | 1898353.5524 | -1940509.7512 |
Total P&L (%) | 416.7717 | 529.8436 | -113.0719 | -42.1562 | 1898.3536 | -1940.5098 |
Avg Daily Profit (%) | 0.2289 | 0.291 | -0.0621 | -0.0301 | 0.1646 | 0 |
Buy And Hold Return (%) | 572.8337 | 572.8337 | 572.8337 | 572.8337 | 572.8337 | 572.8337 |
Max Trade Drawdown | -209413 | -101690 | -186709 | -2569773 | -1025199 | -2415601 |
Profit Factor | 1.2379 | 1.6667 | 0.8819 | 0.9952 | 1.5099 | 0.6137 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 249 | 128 | 121 | 249 | 128 | 121 |
Losing Trades | 275 | 134 | 141 | 275 | 134 | 141 |
Profitability (%) | 47.5191 | 48.855 | 46.1832 | 47.5191 | 48.855 | 46.1832 |
Ratio Avg Win / Avg Loss | 1.3671 | 1.7449 | 1.0277 | 1.0991 | 1.5807 | 0.7151 |
Largest Winning Trade | 283914 | 283914 | 40697 | 783789 | 783789 | 218934 |
Largest Losing Trade | -66793 | -28876 | -66793 | -1035205 | -525100 | -1035205 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 21561 | 9854 | 11707 | 21561 | 9854 | 11707 |
Profit Streak | 0 | 8.6633 | 0 | 0 | 8.6633 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156432 | -152314 | -579780 | -577338 | 319365 | -581447 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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