Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474728.1698 | 606247.0269 | -131518.8571 | -39598.2387 | 1711965.4559 | -1751563.6946 |
Total P&L (%) | 474.7282 | 606.247 | -131.5189 | -39.5982 | 1711.9655 | -1751.5637 |
Avg Daily Profit (%) | 0.261 | 0.3333 | -0.0723 | -0.0277 | 0.1594 | 0 |
Buy And Hold Return (%) | 615.6938 | 615.6938 | 615.6938 | 615.6938 | 615.6938 | 615.6938 |
Max Trade Drawdown | -268497 | -112011 | -196475 | -2632279 | -823021 | -2052709 |
Profit Factor | 1.3121 | 1.9467 | 0.8507 | 0.9933 | 1.7062 | 0.5003 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 181 | 95 | 86 | 181 | 95 | 86 |
Losing Trades | 209 | 100 | 109 | 209 | 100 | 109 |
Profitability (%) | 46.4103 | 48.7179 | 44.1026 | 46.4103 | 48.7179 | 44.1026 |
Ratio Avg Win / Avg Loss | 1.515 | 2.0492 | 1.0782 | 1.147 | 1.796 | 0.6342 |
Largest Winning Trade | 228344 | 228344 | 74683 | 1872604 | 1872604 | 264031 |
Largest Losing Trade | -66467 | -32878 | -66467 | -1247558 | -616309 | -1247558 |
Avg Bars in Trades | 27 | 18 | 36 | 27 | 18 | 36 |
Avg Bars in Winners | 35 | 21 | 51 | 35 | 21 | 51 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 10748 | 3654 | 7094 | 10748 | 3654 | 7094 |
Profit Streak | 0 | 16.1023 | 0 | 0 | 16.1023 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155446 | -152082 | -580939 | -578190 | 303814 | -582606 |
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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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