Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476666.1018 | 434308.2872 | 42357.8146 | -18780.9025 | 228418.7485 | -247199.651 |
Total P&L (%) | 476.6661 | 434.3083 | 42.3578 | -18.7809 | 228.4187 | -247.1997 |
Avg Daily Profit (%) | 0.2477 | 0.2257 | 0.022 | -0.0108 | 0.0618 | 0 |
Buy And Hold Return (%) | 98.2437 | 98.2437 | 98.2437 | 98.2437 | 98.2437 | 98.2437 |
Max Trade Drawdown | -174479 | -145823 | -127563 | -1330482 | -1327382 | -1054759 |
Profit Factor | 1.3809 | 1.5702 | 1.0865 | 0.9966 | 1.064 | 0.8762 |
Total Trades | 445 | 222 | 223 | 445 | 222 | 223 |
Winning Trades | 355 | 181 | 174 | 355 | 181 | 174 |
Losing Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Profitability (%) | 79.7753 | 81.5315 | 78.0269 | 79.7753 | 81.5315 | 78.0269 |
Ratio Avg Win / Avg Loss | 0.3501 | 0.3557 | 0.306 | 0.2527 | 0.241 | 0.2468 |
Largest Winning Trade | 41423 | 41423 | 13469 | 142499 | 142499 | 98857 |
Largest Losing Trade | -82740 | -60647 | -82740 | -791046 | -791046 | -615950 |
Avg Bars in Trades | 51 | 88 | 14 | 51 | 88 | 14 |
Avg Bars in Winners | 19 | 30 | 8 | 19 | 30 | 8 |
Avg Bars in Losers | 178 | 345 | 38 | 178 | 345 | 38 |
Bars Traded | 22930 | 19664 | 3266 | 22930 | 19664 | 3266 |
Profit Streak | 2.2061 | 13.3727 | 2.2061 | 2.2061 | 13.3727 | 2.2061 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368671 | 441715 | -453644 | -576012 | -260702 | -578142 |
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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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