Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591031.2214 | 488067.8053 | 102963.4161 | 1425947.2911 | 1687288.1438 | -261340.8527 |
Total P&L (%) | 591.0312 | 488.0678 | 102.9634 | 1425.9473 | 1687.2881 | -261.3409 |
Avg Daily Profit (%) | 0.2837 | 0.2343 | 0.0494 | 0.1309 | 0.1385 | 0 |
Buy And Hold Return (%) | 56.8111 | 56.8111 | 56.8111 | 56.8111 | 56.8111 | 56.8111 |
Max Trade Drawdown | -105518 | -76687 | -84716 | -1555258 | -644625 | -1755832 |
Profit Factor | 1.5698 | 1.9763 | 1.1916 | 1.1402 | 1.3795 | 0.9543 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 43.5115 | 41.2214 | 45.8015 | 43.5115 | 41.2214 | 45.8015 |
Ratio Avg Win / Avg Loss | 2.038 | 2.818 | 1.4101 | 1.4803 | 1.9671 | 1.1293 |
Largest Winning Trade | 139243 | 139243 | 40331 | 881805 | 881805 | 470847 |
Largest Losing Trade | -48824 | -30976 | -48824 | -748936 | -197581 | -748936 |
Avg Bars in Trades | 93 | 96 | 91 | 93 | 96 | 91 |
Avg Bars in Winners | 126 | 128 | 123 | 126 | 128 | 123 |
Avg Bars in Losers | 68 | 73 | 63 | 68 | 73 | 63 |
Bars Traded | 24532 | 12607 | 11925 | 24532 | 12607 | 11925 |
Profit Streak | 21.8455 | 0 | 45.5121 | 21.8455 | 0 | 45.5121 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395771 | 289721 | -145645 | -84741 | -9670 | -579962 |
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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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