Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440462.7177 | 609868.3477 | -169405.63 | -97015.7965 | 47049.0194 | -144064.8159 |
Total P&L (%) | 440.4627 | 609.8683 | -169.4056 | -97.0158 | 47.049 | -144.0648 |
Avg Daily Profit (%) | 0.2272 | 0.3146 | -0.0874 | -0.181 | 0.0199 | 0 |
Buy And Hold Return (%) | 14.8239 | 14.8239 | 14.8239 | 14.8239 | 14.8239 | 14.8239 |
Max Trade Drawdown | -347217 | -263098 | -191523 | -392848 | -389476 | -206818 |
Profit Factor | 1.29 | 1.7154 | 0.7458 | 0.9166 | 1.0674 | 0.6903 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 126 | 53 | 73 | 126 | 53 | 73 |
Losing Trades | 151 | 85 | 66 | 151 | 85 | 66 |
Profitability (%) | 45.4874 | 38.4058 | 52.518 | 45.4874 | 38.4058 | 52.518 |
Ratio Avg Win / Avg Loss | 1.5459 | 2.7512 | 0.6743 | 1.0984 | 1.7119 | 0.6241 |
Largest Winning Trade | 644428 | 644428 | 19219 | 255822 | 255822 | 34273 |
Largest Losing Trade | -49776 | -43719 | -49776 | -88917 | -88917 | -53272 |
Avg Bars in Trades | 41 | 57 | 25 | 41 | 57 | 25 |
Avg Bars in Winners | 42 | 61 | 29 | 42 | 61 | 29 |
Avg Bars in Losers | 40 | 55 | 20 | 40 | 55 | 20 |
Bars Traded | 11495 | 7987 | 3508 | 11495 | 7987 | 3508 |
Profit Streak | 9.5645 | 0 | 47.3978 | 9.5645 | 0 | 47.3978 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336488 | 272559 | -578941 | -578751 | -319162 | -578941 |
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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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