Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80770.3969 | 270578.1255 | -189807.7286 | -97196.0177 | 437389.3051 | -534585.3228 |
Total P&L (%) | 80.7704 | 270.5781 | -189.8077 | -97.196 | 437.3893 | -534.5853 |
Avg Daily Profit (%) | 0.0499 | 0.1672 | -0.1173 | -0.2207 | 0.104 | 0 |
Buy And Hold Return (%) | 24.6813 | 24.6813 | 24.6813 | 24.6813 | 24.6813 | 24.6813 |
Max Trade Drawdown | -360736 | -233045 | -233137 | -635116 | -413218 | -547684 |
Profit Factor | 1.0396 | 1.2556 | 0.8064 | 0.9725 | 1.2646 | 0.7153 |
Total Trades | 1103 | 551 | 552 | 1103 | 551 | 552 |
Winning Trades | 829 | 434 | 395 | 829 | 434 | 395 |
Losing Trades | 274 | 117 | 157 | 274 | 117 | 157 |
Profitability (%) | 75.1587 | 78.7659 | 71.558 | 75.1587 | 78.7659 | 71.558 |
Ratio Avg Win / Avg Loss | 0.3436 | 0.3385 | 0.3205 | 0.3214 | 0.3409 | 0.2843 |
Largest Winning Trade | 15340 | 15340 | 14688 | 73894 | 66776 | 73894 |
Largest Losing Trade | -74400 | -74400 | -63501 | -352495 | -352495 | -242400 |
Avg Bars in Trades | 17 | 27 | 7 | 17 | 27 | 7 |
Avg Bars in Winners | 7 | 10 | 3 | 7 | 10 | 3 |
Avg Bars in Losers | 46 | 88 | 15 | 46 | 88 | 15 |
Bars Traded | 19098 | 15084 | 4014 | 19098 | 15084 | 4014 |
Profit Streak | 500.315 | 0 | 511.3983 | 500.315 | 0 | 511.3983 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297671 | 440402 | -574023 | -570706 | -49215 | -574023 |
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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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