Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993587.6437 | 1037100.7981 | -43513.1544 | 301033.4275 | 1489207.8196 | -1188174.3921 |
Total P&L (%) | 993.5876 | 1037.1008 | -43.5132 | 301.0334 | 1489.2078 | -1188.1744 |
Avg Daily Profit (%) | 0.5479 | 0.5719 | -0.024 | 0.0766 | 0.1526 | 0 |
Buy And Hold Return (%) | 506.6159 | 506.6159 | 506.6159 | 506.6159 | 506.6159 | 506.6159 |
Max Trade Drawdown | -147249 | -103105 | -136471 | -991181 | -680369 | -1230558 |
Profit Factor | 2.0146 | 3.2442 | 0.9159 | 1.0492 | 1.5436 | 0.6481 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Profitability (%) | 43.0818 | 42.7673 | 43.3962 | 43.0818 | 42.7673 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.6616 | 4.3415 | 1.1946 | 1.3862 | 2.0656 | 0.8454 |
Largest Winning Trade | 694940 | 694940 | 74756 | 872760 | 872760 | 248840 |
Largest Losing Trade | -36740 | -36740 | -26440 | -320562 | -189174 | -320562 |
Avg Bars in Trades | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Winners | 104 | 89 | 118 | 104 | 89 | 118 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 21369 | 9631 | 11738 | 21369 | 9631 | 11738 |
Profit Streak | 0 | 4.8958 | 0 | 0 | 4.8958 | 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 | 239931 | 338179 | -581401 | -423841 | 205288 | -583068 |
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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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