Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702639.3027 | 647997.0253 | 54642.2774 | 4060113.2508 | 6111152.6079 | -2051039.3571 |
Total P&L (%) | 702.6393 | 647.997 | 54.6423 | 4060.1133 | 6111.1526 | -2051.0394 |
Avg Daily Profit (%) | 0.3374 | 0.3111 | 0.0262 | 0.1792 | 0.1984 | 0 |
Buy And Hold Return (%) | 1075.4567 | 1075.4567 | 1075.4567 | 1075.4567 | 1075.4567 | 1075.4567 |
Max Trade Drawdown | -92566 | -63845 | -90385 | -2955003 | -1071486 | -3641161 |
Profit Factor | 1.6389 | 2.1711 | 1.1 | 1.2555 | 1.9136 | 0.7771 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 168 | 80 | 88 | 168 | 80 | 88 |
Losing Trades | 214 | 111 | 103 | 214 | 111 | 103 |
Profitability (%) | 43.9791 | 41.8848 | 46.0733 | 43.9791 | 41.8848 | 46.0733 |
Ratio Avg Win / Avg Loss | 2.0876 | 3.0123 | 1.2875 | 1.5993 | 2.6551 | 0.9096 |
Largest Winning Trade | 180630 | 180630 | 38899 | 2709145 | 2709145 | 561371 |
Largest Losing Trade | -34351 | -31599 | -34351 | -1796848 | -762028 | -1796848 |
Avg Bars in Trades | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Winners | 88 | 95 | 81 | 88 | 95 | 81 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 24769 | 12815 | 11954 | 24769 | 12815 | 11954 |
Profit Streak | 25.9987 | 25.9987 | 49.3321 | 25.9987 | 25.9987 | 49.3321 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152787 | -154829 | -434221 | 253272 | 309961 | -580870 |
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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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