Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389508.1227 | 331634.7846 | 57873.338 | 332080.4394 | 609895.7402 | -277815.3007 |
Total P&L (%) | 389.5081 | 331.6348 | 57.8733 | 332.0804 | 609.8957 | -277.8153 |
Avg Daily Profit (%) | 0.187 | 0.1592 | 0.0278 | 0.0703 | 0.0941 | 0 |
Buy And Hold Return (%) | 26.5035 | 26.5035 | 26.5035 | 26.5035 | 26.5035 | 26.5035 |
Max Trade Drawdown | -137992 | -108587 | -106307 | -1391065 | -936268 | -1065843 |
Profit Factor | 1.2499 | 1.4642 | 1.0685 | 1.0318 | 1.1289 | 0.9513 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 253 | 118 | 135 | 253 | 118 | 135 |
Losing Trades | 333 | 175 | 158 | 333 | 175 | 158 |
Profitability (%) | 43.1741 | 40.273 | 46.0751 | 43.1741 | 40.273 | 46.0751 |
Ratio Avg Win / Avg Loss | 1.6451 | 2.1715 | 1.2506 | 1.3581 | 1.6743 | 1.1134 |
Largest Winning Trade | 69060 | 69060 | 48569 | 424051 | 424051 | 327920 |
Largest Losing Trade | -25841 | -15558 | -25841 | -342412 | -189313 | -342412 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 24826 | 11769 | 13057 | 24826 | 11769 | 13057 |
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 | 316993 | 239932 | -307125 | -284227 | -147272 | -579660 |
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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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