Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373184.1458 | 454768.6101 | -81584.4643 | -13579.4418 | 2743480.1997 | -2757059.6416 |
Total P&L (%) | 373.1841 | 454.7686 | -81.5845 | -13.5794 | 2743.4802 | -2757.0596 |
Avg Daily Profit (%) | 0.2048 | 0.2496 | -0.0448 | -0.008 | 0.1839 | 0 |
Buy And Hold Return (%) | 511.6588 | 511.6588 | 511.6588 | 511.6588 | 511.6588 | 511.6588 |
Max Trade Drawdown | -202430 | -153460 | -179797 | -3279224 | -1702364 | -4012680 |
Profit Factor | 1.1946 | 1.4784 | 0.9156 | 0.9991 | 1.3927 | 0.676 |
Total Trades | 517 | 258 | 259 | 517 | 258 | 259 |
Winning Trades | 292 | 144 | 148 | 292 | 144 | 148 |
Losing Trades | 225 | 114 | 111 | 225 | 114 | 111 |
Profitability (%) | 56.4797 | 55.814 | 57.1429 | 56.4797 | 55.814 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9205 | 1.1704 | 0.6867 | 0.7699 | 1.1025 | 0.507 |
Largest Winning Trade | 86019 | 86019 | 39364 | 603697 | 603697 | 320972 |
Largest Losing Trade | -68386 | -47610 | -68386 | -2301640 | -509849 | -2301640 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5446 | 2719 | 2727 | 5446 | 2719 | 2727 |
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 | -162411 | -154733 | -578774 | -576958 | 334223 | -578774 |
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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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