Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711959.1924 | 557800.7599 | 154158.4325 | 3723072.2127 | 5616414.2397 | -1893342.027 |
Total P&L (%) | 711.9592 | 557.8008 | 154.1584 | 3723.0722 | 5616.4142 | -1893.342 |
Avg Daily Profit (%) | 0.3418 | 0.2678 | 0.074 | 0.1751 | 0.1944 | 0 |
Buy And Hold Return (%) | 58.9681 | 58.9681 | 58.9681 | 58.9681 | 58.9681 | 58.9681 |
Max Trade Drawdown | -159881 | -97103 | -112703 | -12937461 | -6329792 | -8773287 |
Profit Factor | 1.5874 | 1.9515 | 1.2463 | 1.0678 | 1.2272 | 0.9372 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 190 | 83 | 107 | 190 | 83 | 107 |
Losing Trades | 264 | 144 | 120 | 264 | 144 | 120 |
Profitability (%) | 41.8502 | 36.5639 | 47.1366 | 41.8502 | 36.5639 | 47.1366 |
Ratio Avg Win / Avg Loss | 2.2056 | 3.3857 | 1.3978 | 1.4837 | 2.1292 | 1.0511 |
Largest Winning Trade | 237456 | 237456 | 41708 | 3496155 | 3496155 | 2057094 |
Largest Losing Trade | -28711 | -19226 | -28711 | -2454102 | -1713007 | -2454102 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 80 | 84 | 77 | 80 | 84 | 77 |
Avg Bars in Losers | 35 | 40 | 29 | 35 | 40 | 29 |
Bars Traded | 24635 | 12743 | 11892 | 24635 | 12743 | 11892 |
Profit Streak | 36.2907 | 36.2907 | 39.9574 | 36.2907 | 36.2907 | 39.9574 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462299 | 297882 | -97320 | -137437 | 168879 | -578604 |
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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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