Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743965.9231 | 838932.3295 | -94966.4065 | -66094.1918 | 458722.1845 | -524816.3763 |
Total P&L (%) | 743.9659 | 838.9323 | -94.9664 | -66.0942 | 458.7222 | -524.8164 |
Avg Daily Profit (%) | 0.403 | 0.4545 | -0.0514 | -0.0586 | 0.0932 | 0 |
Buy And Hold Return (%) | 49.0367 | 49.0367 | 49.0367 | 49.0367 | 49.0367 | 49.0367 |
Max Trade Drawdown | -213260 | -181332 | -143649 | -2153737 | -1618215 | -1063168 |
Profit Factor | 1.4657 | 1.8473 | 0.8436 | 0.9882 | 1.1305 | 0.7492 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 164 | 75 | 89 | 164 | 75 | 89 |
Losing Trades | 242 | 128 | 114 | 242 | 128 | 114 |
Profitability (%) | 40.3941 | 36.9458 | 43.8424 | 40.3941 | 36.9458 | 43.8424 |
Ratio Avg Win / Avg Loss | 2.1628 | 3.1527 | 1.0806 | 1.4582 | 1.9294 | 0.9596 |
Largest Winning Trade | 492769 | 492769 | 46476 | 1385276 | 1385276 | 248335 |
Largest Losing Trade | -34827 | -34827 | -23412 | -532737 | -532737 | -465655 |
Avg Bars in Trades | 54 | 87 | 20 | 54 | 87 | 20 |
Avg Bars in Winners | 77 | 141 | 23 | 77 | 141 | 23 |
Avg Bars in Losers | 38 | 56 | 18 | 38 | 56 | 18 |
Bars Traded | 21995 | 17784 | 4211 | 21995 | 17784 | 4211 |
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 | 373226 | 329357 | -580721 | -580724 | -148893 | -582387 |
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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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