Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158677.3857 | 572481.9559 | -413804.5701 | 5427873.9322 | 1682453.6322 | 3745420.3 |
Total P&L (%) | 158.6774 | 572.482 | -413.8046 | 5427.8739 | 1682.4536 | 3745.4203 |
Avg Daily Profit (%) | 0.0873 | 0.3151 | -0.2277 | 0.2211 | 0.1587 | 0.2011 |
Buy And Hold Return (%) | 646.81 | 646.81 | 646.81 | 646.81 | 646.81 | 646.81 |
Max Trade Drawdown | -538603 | -162847 | -524419 | -3216582 | -2589260 | -1605403 |
Profit Factor | 1.0841 | 1.7751 | 0.6399 | 1.248 | 1.131 | 1.4142 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 175 | 72 | 103 | 207 | 101 | 106 |
Losing Trades | 220 | 125 | 95 | 188 | 96 | 92 |
Profitability (%) | 44.3038 | 36.5482 | 52.0202 | 52.4051 | 51.269 | 53.5354 |
Ratio Avg Win / Avg Loss | 1.3628 | 3.0818 | 0.5902 | 1.1334 | 1.075 | 1.2274 |
Largest Winning Trade | 284560 | 284560 | 30928 | 2076413 | 897504 | 2076413 |
Largest Losing Trade | -391827 | -30189 | -391827 | -1535614 | -1535614 | -512465 |
Avg Bars in Trades | 13 | 17 | 9 | 13 | 17 | 9 |
Avg Bars in Winners | 16 | 23 | 10 | 14 | 18 | 10 |
Avg Bars in Losers | 11 | 14 | 8 | 13 | 17 | 9 |
Bars Traded | 5429 | 3502 | 1927 | 5429 | 3502 | 1927 |
Profit Streak | 0 | 67.1061 | 0 | 0 | 67.1061 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -370084 | -156379 | -579757 | 382972 | -69826 | 332610 |
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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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