Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510066.2505 | 436545.7678 | 73520.4827 | 652125.7089 | 677344.7611 | -25219.0522 |
Total P&L (%) | 510.0663 | 436.5458 | 73.5205 | 652.1257 | 677.3448 | -25.2191 |
Avg Daily Profit (%) | 0.2449 | 0.2096 | 0.0353 | 0.0969 | 0.0985 | -0.014 |
Buy And Hold Return (%) | 62.1508 | 62.1508 | 62.1508 | 62.1508 | 62.1508 | 62.1508 |
Max Trade Drawdown | -118588 | -73023 | -78443 | -2697213 | -1730504 | -1766777 |
Profit Factor | 1.3672 | 1.5876 | 1.1138 | 1.0334 | 1.0667 | 0.9973 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 217 | 100 | 117 | 217 | 100 | 117 |
Losing Trades | 266 | 141 | 125 | 266 | 141 | 125 |
Profitability (%) | 44.9275 | 41.4938 | 48.3471 | 44.9275 | 41.4938 | 48.3471 |
Ratio Avg Win / Avg Loss | 1.6759 | 2.2386 | 1.1899 | 1.2667 | 1.5041 | 1.0655 |
Largest Winning Trade | 142074 | 142074 | 32162 | 897971 | 897971 | 410185 |
Largest Losing Trade | -22838 | -19166 | -22838 | -538446 | -365473 | -538446 |
Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Winners | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 24789 | 12206 | 12583 | 24789 | 12206 | 12583 |
Profit Streak | 16.9513 | 0 | 23.5347 | 16.9513 | 0 | 23.5347 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401392 | 289924 | -349360 | -245847 | -209648 | -578497 |
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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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