Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563010.9379 | 622731.5911 | -59720.6532 | -40227.4936 | 527926.3697 | -568153.8633 |
Total P&L (%) | 563.0109 | 622.7316 | -59.7207 | -40.2275 | 527.9264 | -568.1539 |
Avg Daily Profit (%) | 0.2702 | 0.2989 | -0.0287 | -0.0247 | 0.0882 | 0 |
Buy And Hold Return (%) | 81.9753 | 81.9753 | 81.9753 | 81.9753 | 81.9753 | 81.9753 |
Max Trade Drawdown | -237084 | -201195 | -99758 | -2878044 | -2461513 | -922257 |
Profit Factor | 1.3491 | 1.5836 | 0.8905 | 0.9963 | 1.0739 | 0.8426 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 229 | 106 | 123 | 229 | 106 | 123 |
Losing Trades | 282 | 149 | 133 | 282 | 149 | 133 |
Profitability (%) | 44.8141 | 41.5686 | 48.0469 | 44.8141 | 41.5686 | 48.0469 |
Ratio Avg Win / Avg Loss | 1.6614 | 2.226 | 0.9629 | 1.2268 | 1.5095 | 0.9112 |
Largest Winning Trade | 289738 | 289738 | 48712 | 1600729 | 1600729 | 275443 |
Largest Losing Trade | -36841 | -36841 | -17638 | -845702 | -845702 | -239998 |
Avg Bars in Trades | 48 | 81 | 15 | 48 | 81 | 15 |
Avg Bars in Winners | 65 | 118 | 19 | 65 | 118 | 19 |
Avg Bars in Losers | 34 | 54 | 11 | 34 | 54 | 11 |
Bars Traded | 24554 | 20666 | 3888 | 24554 | 20666 | 3888 |
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 | 385162 | 335196 | -580475 | -578457 | -215745 | -580475 |
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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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