Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568732.4976 | 470568.4285 | 98164.0691 | 1326601.5424 | 2428794.0489 | -1102192.5064 |
Total P&L (%) | 568.7325 | 470.5684 | 98.1641 | 1326.6015 | 2428.794 | -1102.1925 |
Avg Daily Profit (%) | 0.2731 | 0.2259 | 0.0471 | 0.1277 | 0.1552 | 0 |
Buy And Hold Return (%) | 71.6749 | 71.6749 | 71.6749 | 71.6749 | 71.6749 | 71.6749 |
Max Trade Drawdown | -192499 | -91795 | -144358 | -7520936 | -3123390 | -5399108 |
Profit Factor | 1.4668 | 1.7365 | 1.1694 | 1.0533 | 1.2038 | 0.915 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 181 | 80 | 101 | 181 | 80 | 101 |
Losing Trades | 259 | 140 | 119 | 259 | 140 | 119 |
Profitability (%) | 41.1364 | 36.3636 | 45.9091 | 41.1364 | 36.3636 | 45.9091 |
Ratio Avg Win / Avg Loss | 2.0989 | 3.0389 | 1.3778 | 1.5072 | 2.1067 | 1.078 |
Largest Winning Trade | 178763 | 178763 | 32505 | 3384895 | 3384895 | 1327629 |
Largest Losing Trade | -28489 | -16463 | -28489 | -1985852 | -698519 | -1985852 |
Avg Bars in Trades | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Winners | 79 | 85 | 74 | 79 | 85 | 74 |
Avg Bars in Losers | 39 | 43 | 33 | 39 | 43 | 33 |
Bars Traded | 24523 | 12967 | 11556 | 24523 | 12967 | 11556 |
Profit Streak | 16.5293 | 0 | 28.196 | 16.5293 | 0 | 28.196 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370920 | 220953 | -215386 | -183463 | 127988 | -579565 |
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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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