Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532367.1858 | 561034.532 | -28667.3462 | 65626.0771 | -24891.6188 | 90517.6959 |
Total P&L (%) | 532.3672 | 561.0345 | -28.6673 | 65.6261 | -24.8916 | 90.5177 |
Avg Daily Profit (%) | 0.2447 | 0.2579 | -0.0132 | 0.0232 | -0.0132 | 0.0296 |
Buy And Hold Return (%) | 93.8412 | 93.8412 | 93.8412 | 93.8412 | 93.8412 | 93.8412 |
Max Trade Drawdown | -192722 | -184914 | -153586 | -3954976 | -3977549 | -1443506 |
Profit Factor | 1.2491 | 1.4302 | 0.9656 | 1.0035 | 0.9979 | 1.0138 |
Total Trades | 671 | 335 | 336 | 671 | 335 | 336 |
Winning Trades | 386 | 192 | 194 | 386 | 192 | 194 |
Losing Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Profitability (%) | 57.5261 | 57.3134 | 57.7381 | 57.5261 | 57.3134 | 57.7381 |
Ratio Avg Win / Avg Loss | 0.9223 | 1.0652 | 0.7068 | 0.741 | 0.7432 | 0.7421 |
Largest Winning Trade | 145698 | 145698 | 17136 | 1486896 | 1486896 | 285574 |
Largest Losing Trade | -51277 | -51277 | -30783 | -1467219 | -1467219 | -865182 |
Avg Bars in Trades | 9 | 15 | 3 | 9 | 15 | 3 |
Avg Bars in Winners | 7 | 11 | 3 | 7 | 11 | 3 |
Avg Bars in Losers | 12 | 21 | 4 | 12 | 21 | 4 |
Bars Traded | 6485 | 5306 | 1180 | 6485 | 5306 | 1180 |
Profit Streak | 0 | 11.385 | 0 | 0 | 11.385 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374407 | 424331 | -578295 | -541191 | -577722 | -523613 |
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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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