Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401442.1041 | 523046.5577 | -121604.4536 | -50323.7059 | 4523886.4601 | -4574210.166 |
Total P&L (%) | 401.4421 | 523.0466 | -121.6045 | -50.3237 | 4523.8865 | -4574.2102 |
Avg Daily Profit (%) | 0.2209 | 0.2878 | -0.0669 | -0.0385 | 0.2112 | 0 |
Buy And Hold Return (%) | 628.3204 | 628.3204 | 628.3204 | 628.3204 | 628.3204 | 628.3204 |
Max Trade Drawdown | -326239 | -128145 | -232959 | -9149127 | -2893182 | -6569700 |
Profit Factor | 1.2127 | 1.5789 | 0.8764 | 0.998 | 1.3953 | 0.6812 |
Total Trades | 543 | 271 | 272 | 543 | 271 | 272 |
Winning Trades | 265 | 124 | 141 | 265 | 124 | 141 |
Losing Trades | 278 | 147 | 131 | 278 | 147 | 131 |
Profitability (%) | 48.8029 | 45.7565 | 51.8382 | 48.8029 | 45.7565 | 51.8382 |
Ratio Avg Win / Avg Loss | 1.2722 | 1.8717 | 0.8143 | 1.047 | 1.6541 | 0.6329 |
Largest Winning Trade | 238005 | 238005 | 33093 | 4936309 | 4936309 | 663742 |
Largest Losing Trade | -32955 | -32881 | -32955 | -2223814 | -840357 | -2223814 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 10672 | 5693 | 4978 | 10672 | 5693 | 4978 |
Profit Streak | 0 | 13.981 | 0 | 0 | 13.981 | 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 | -155778 | -153524 | -579394 | -576461 | 377153 | -579394 |
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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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