Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155537.985 | 1210911.5693 | -55373.5843 | 187187.7991 | 560460.5439 | -373272.7448 |
Total P&L (%) | 1155.538 | 1210.9116 | -55.3736 | 187.1878 | 560.4605 | -373.2727 |
Avg Daily Profit (%) | 0.6188 | 0.6485 | -0.0297 | 0.0565 | 0.1012 | 0 |
Buy And Hold Return (%) | 502.2336 | 502.2336 | 502.2336 | 502.2336 | 502.2336 | 502.2336 |
Max Trade Drawdown | -126477 | -153149 | -175451 | -977167 | -857078 | -716505 |
Profit Factor | 1.7771 | 2.6793 | 0.9277 | 1.0307 | 1.1925 | 0.8831 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 207 | 98 | 109 | 207 | 98 | 109 |
Losing Trades | 301 | 156 | 145 | 301 | 156 | 145 |
Profitability (%) | 40.748 | 38.5827 | 42.9134 | 40.748 | 38.5827 | 42.9134 |
Ratio Avg Win / Avg Loss | 2.5841 | 4.2651 | 1.2341 | 1.4987 | 1.8982 | 1.1748 |
Largest Winning Trade | 644793 | 644793 | 61279 | 776720 | 776720 | 307212 |
Largest Losing Trade | -49861 | -17655 | -49861 | -288345 | -114871 | -288345 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 23 | 18 | 27 | 23 | 18 | 27 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 7219 | 2949 | 4270 | 7219 | 2949 | 4270 |
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 | 339786 | 340014 | -580816 | -470697 | -198313 | -580816 |
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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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