Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911802.2351 | 954659.7953 | -42857.5603 | 390654.9734 | 786458.2467 | -395803.2733 |
Total P&L (%) | 911.8022 | 954.6598 | -42.8576 | 390.655 | 786.4582 | -395.8033 |
Avg Daily Profit (%) | 0.5007 | 0.5243 | -0.0235 | 0.0874 | 0.1199 | 0 |
Buy And Hold Return (%) | 611.4171 | 611.4171 | 611.4171 | 611.4171 | 611.4171 | 611.4171 |
Max Trade Drawdown | -155734 | -110694 | -176265 | -503519 | -338300 | -483522 |
Profit Factor | 1.8704 | 2.8635 | 0.9199 | 1.1239 | 1.5027 | 0.7507 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Losing Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Profitability (%) | 49.7908 | 54.6218 | 45 | 49.7908 | 54.6218 | 45 |
Ratio Avg Win / Avg Loss | 1.8861 | 2.3789 | 1.1244 | 1.1334 | 1.2484 | 0.9175 |
Largest Winning Trade | 651429 | 651429 | 74785 | 387821 | 387821 | 172036 |
Largest Losing Trade | -40608 | -33422 | -40608 | -192274 | -192274 | -192208 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 35 | 25 | 48 | 35 | 25 | 48 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 7125 | 2982 | 4143 | 7125 | 2982 | 4143 |
Profit Streak | 0 | 19.7001 | 0 | 0 | 19.7001 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 96270 | 308597 | -581291 | -324823 | -105801 | -582957 |
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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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