Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433877.79 | 380365.4086 | 53512.3815 | 481734.2665 | 1951252.439 | -1469518.1725 |
Total P&L (%) | 433.8778 | 380.3654 | 53.5124 | 481.7343 | 1951.2524 | -1469.5182 |
Avg Daily Profit (%) | 0.2083 | 0.1826 | 0.0257 | 0.0846 | 0.1452 | 0 |
Buy And Hold Return (%) | 69.1137 | 69.1137 | 69.1137 | 69.1137 | 69.1137 | 69.1137 |
Max Trade Drawdown | -212281 | -78389 | -143267 | -5843936 | -2077051 | -4036942 |
Profit Factor | 1.4148 | 1.7583 | 1.0983 | 1.0384 | 1.3487 | 0.7887 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Losing Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Profitability (%) | 48.4733 | 50.3817 | 46.5649 | 48.4733 | 50.3817 | 46.5649 |
Ratio Avg Win / Avg Loss | 1.5039 | 1.7316 | 1.2603 | 1.1038 | 1.3282 | 0.9051 |
Largest Winning Trade | 119126 | 119126 | 55777 | 1083000 | 1083000 | 803862 |
Largest Losing Trade | -33434 | -31116 | -33434 | -1507238 | -904506 | -1507238 |
Avg Bars in Trades | 94 | 100 | 89 | 94 | 100 | 89 |
Avg Bars in Winners | 112 | 117 | 107 | 112 | 117 | 107 |
Avg Bars in Losers | 77 | 82 | 73 | 77 | 82 | 73 |
Bars Traded | 24815 | 13109 | 11706 | 24815 | 13109 | 11706 |
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 | 355827 | 347457 | -438280 | -257571 | 50344 | -582320 |
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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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