Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108917.9352 | 1133447.8958 | -24529.9606 | 277279.4558 | -22240.6942 | 299520.15 |
Total P&L (%) | 1108.9179 | 1133.4479 | -24.53 | 277.2795 | -22.2407 | 299.5202 |
Avg Daily Profit (%) | 0.618 | 0.6317 | -0.0137 | 0.074 | -0.014 | 0.0772 |
Buy And Hold Return (%) | 319.5453 | 319.5453 | 319.5453 | 319.5453 | 319.5453 | 319.5453 |
Max Trade Drawdown | -156164 | -104577 | -299720 | -319842 | -314915 | -252031 |
Profit Factor | 1.7577 | 2.6472 | 0.9684 | 1.0939 | 0.985 | 1.2044 |
Total Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Winning Trades | 209 | 101 | 108 | 209 | 101 | 108 |
Losing Trades | 320 | 163 | 157 | 320 | 163 | 157 |
Profitability (%) | 39.5085 | 38.2576 | 40.7547 | 39.5085 | 38.2576 | 40.7547 |
Ratio Avg Win / Avg Loss | 2.6912 | 4.2722 | 1.4077 | 1.6749 | 1.5897 | 1.7509 |
Largest Winning Trade | 928703 | 928703 | 67336 | 176487 | 176487 | 147331 |
Largest Losing Trade | -51391 | -25136 | -51391 | -77161 | -50569 | -77161 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 74 | 64 | 82 | 74 | 64 | 82 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 21285 | 9506 | 11779 | 21285 | 9506 | 11779 |
Profit Streak | 12.5829 | 0 | 27.9995 | 12.5829 | 0 | 27.9995 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415761 | 374794 | -580865 | -376666 | -581741 | -256759 |
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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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