Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445682.9337 | 420611.6725 | 25071.2611 | 192337.7883 | 217743.8964 | -25406.1081 |
Total P&L (%) | 445.6829 | 420.6117 | 25.0713 | 192.3378 | 217.7439 | -25.4061 |
Avg Daily Profit (%) | 0.4279 | 0.4038 | 0.0241 | 0.103 | 0.111 | -0.0281 |
Buy And Hold Return (%) | 93.9516 | 93.9516 | 93.9516 | 93.9516 | 93.9516 | 93.9516 |
Max Trade Drawdown | -162268 | -115508 | -51001 | -985716 | -643020 | -369513 |
Profit Factor | 1.4662 | 1.7557 | 1.0628 | 1.0613 | 1.1253 | 0.9819 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 256 | 116 | 140 | 256 | 116 | 140 |
Losing Trades | 334 | 179 | 155 | 334 | 179 | 155 |
Profitability (%) | 43.3898 | 39.322 | 47.4576 | 43.3898 | 39.322 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.913 | 2.7092 | 1.1767 | 1.3846 | 1.7364 | 1.0871 |
Largest Winning Trade | 383816 | 383816 | 20303 | 446137 | 446137 | 97587 |
Largest Losing Trade | -19206 | -19206 | -12806 | -115766 | -115179 | -115766 |
Avg Bars in Trades | 41 | 66 | 16 | 41 | 66 | 16 |
Avg Bars in Winners | 62 | 116 | 17 | 62 | 116 | 17 |
Avg Bars in Losers | 25 | 34 | 15 | 25 | 34 | 15 |
Bars Traded | 24555 | 19618 | 4937 | 24555 | 19618 | 4937 |
Profit Streak | 0 | 12.9652 | 0 | 0 | 12.9652 | 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 | 386287 | 300141 | -477685 | -214624 | -133709 | -578834 |
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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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