Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683792.7244 | 572712.0854 | 111080.639 | 1521407.8238 | 3654433.0078 | -2133025.184 |
Total P&L (%) | 683.7927 | 572.7121 | 111.0806 | 1521.4078 | 3654.433 | -2133.0252 |
Avg Daily Profit (%) | 0.3282 | 0.2749 | 0.0533 | 0.1338 | 0.1742 | 0 |
Buy And Hold Return (%) | 80.8702 | 80.8702 | 80.8702 | 80.8702 | 80.8702 | 80.8702 |
Max Trade Drawdown | -159544 | -76459 | -106171 | -11048854 | -3210986 | -8654728 |
Profit Factor | 1.525 | 1.8463 | 1.1775 | 1.0396 | 1.208 | 0.8975 |
Total Trades | 558 | 279 | 279 | 558 | 279 | 279 |
Winning Trades | 238 | 109 | 129 | 238 | 109 | 129 |
Losing Trades | 320 | 170 | 150 | 320 | 170 | 150 |
Profitability (%) | 42.6523 | 39.0681 | 46.2366 | 42.6523 | 39.0681 | 46.2366 |
Ratio Avg Win / Avg Loss | 2.0504 | 2.8795 | 1.3692 | 1.3978 | 1.8841 | 1.0436 |
Largest Winning Trade | 223445 | 223445 | 33574 | 4318512 | 4318512 | 1636457 |
Largest Losing Trade | -41087 | -23977 | -41087 | -5047011 | -705549 | -5047011 |
Avg Bars in Trades | 44 | 39 | 50 | 44 | 39 | 50 |
Avg Bars in Winners | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 24902 | 10891 | 14011 | 24902 | 10891 | 14011 |
Profit Streak | 21.1845 | 21.1845 | 21.3512 | 21.1845 | 21.1845 | 21.3512 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476259 | 337875 | -196032 | -189368 | 203537 | -578619 |
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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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