Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688214.5836 | 656866.4865 | 31348.0971 | 1038607.4628 | 1953675.6212 | -915068.1584 |
Total P&L (%) | 688.2146 | 656.8665 | 31.3481 | 1038.6075 | 1953.6756 | -915.0682 |
Avg Daily Profit (%) | 0.2752 | 0.2627 | 0.0125 | 0.0973 | 0.1209 | 0 |
Buy And Hold Return (%) | 256.949 | 256.949 | 256.949 | 256.949 | 256.949 | 256.949 |
Max Trade Drawdown | -186146 | -85265 | -111817 | -7006566 | -2651499 | -5071311 |
Profit Factor | 1.809 | 2.7058 | 1.0673 | 1.057 | 1.2362 | 0.908 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Profitability (%) | 47.7444 | 48.1203 | 47.3684 | 47.7444 | 48.1203 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.9799 | 2.9172 | 1.1859 | 1.1569 | 1.3328 | 1.0089 |
Largest Winning Trade | 394575 | 394575 | 57771 | 2180091 | 2180091 | 1422667 |
Largest Losing Trade | -42695 | -19579 | -42695 | -2615188 | -998857 | -2615188 |
Avg Bars in Trades | 54 | 52 | 57 | 54 | 52 | 57 |
Avg Bars in Winners | 80 | 72 | 89 | 80 | 72 | 89 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 14621 | 6936 | 7685 | 14621 | 6936 | 7685 |
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 | 332263 | 334725 | -489569 | -222104 | -32389 | -580336 |
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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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