Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724906.2187 | 745832.6361 | -20926.4174 | 273130.8404 | 3407450.6945 | -3134319.8542 |
Total P&L (%) | 724.9062 | 745.8326 | -20.9264 | 273.1308 | 3407.4507 | -3134.3199 |
Avg Daily Profit (%) | 0.3984 | 0.4099 | -0.0115 | 0.0724 | 0.1957 | 0 |
Buy And Hold Return (%) | 596.504 | 596.504 | 596.504 | 596.504 | 596.504 | 596.504 |
Max Trade Drawdown | -172277 | -123788 | -122627 | -5773762 | -2278479 | -3967575 |
Profit Factor | 1.485 | 2.0128 | 0.9724 | 1.0148 | 1.3988 | 0.6854 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 217 | 105 | 112 | 217 | 105 | 112 |
Losing Trades | 238 | 122 | 116 | 238 | 122 | 116 |
Profitability (%) | 47.6923 | 46.2555 | 49.1228 | 47.6923 | 46.2555 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.6287 | 2.3387 | 1.0071 | 1.113 | 1.6253 | 0.7099 |
Largest Winning Trade | 291583 | 291583 | 51494 | 4399302 | 4399302 | 567353 |
Largest Losing Trade | -59399 | -32393 | -59399 | -2794275 | -1430214 | -2794275 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 10756 | 5096 | 5660 | 10756 | 5096 | 5660 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84991 | -74783 | -578537 | -464592 | 302239 | -580203 |
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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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