Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494729.9013 | 443075.8225 | 51654.0787 | 395407.0102 | 453299.6565 | -57892.6463 |
Total P&L (%) | 494.7299 | 443.0758 | 51.6541 | 395.407 | 453.2997 | -57.8926 |
Avg Daily Profit (%) | 0.2375 | 0.2127 | 0.0248 | 0.0768 | 0.0821 | -0.0415 |
Buy And Hold Return (%) | 69.1252 | 69.1252 | 69.1252 | 69.1252 | 69.1252 | 69.1252 |
Max Trade Drawdown | -119479 | -77859 | -112111 | -1132141 | -426017 | -824819 |
Profit Factor | 1.407 | 1.7351 | 1.0843 | 1.0496 | 1.1099 | 0.9849 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Losing Trades | 224 | 111 | 113 | 224 | 111 | 113 |
Profitability (%) | 39.9464 | 40.3226 | 39.5722 | 39.9464 | 40.3226 | 39.5722 |
Ratio Avg Win / Avg Loss | 2.1152 | 2.568 | 1.6557 | 1.5779 | 1.6426 | 1.504 |
Largest Winning Trade | 189111 | 189111 | 34956 | 338970 | 338970 | 167480 |
Largest Losing Trade | -31298 | -21761 | -31298 | -415718 | -209643 | -415718 |
Avg Bars in Trades | 66 | 59 | 72 | 66 | 59 | 72 |
Avg Bars in Winners | 90 | 76 | 104 | 90 | 76 | 104 |
Avg Bars in Losers | 50 | 48 | 52 | 50 | 48 | 52 |
Bars Traded | 24692 | 11070 | 13622 | 24692 | 11070 | 13622 |
Profit Streak | 14.3928 | 0 | 21.5595 | 14.3928 | 0 | 21.5595 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303224 | 262080 | -454802 | -257431 | -185478 | -580582 |
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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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