Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891568.2261 | 1889467.7004 | 2100.5257 | 841531.2642 | 1632923.4932 | -791392.229 |
Total P&L (%) | 1891.5682 | 1889.4677 | 2.1005 | 841.5313 | 1632.9235 | -791.3922 |
Avg Daily Profit (%) | 0.908 | 0.9069 | 0.001 | 0.1077 | 0.137 | 0 |
Buy And Hold Return (%) | 770.9873 | 770.9873 | 770.9873 | 770.9873 | 770.9873 | 770.9873 |
Max Trade Drawdown | -139512 | -95809 | -106662 | -2982274 | -2281062 | -2325046 |
Profit Factor | 2.878 | 4.4787 | 1.0045 | 1.0553 | 1.1962 | 0.8852 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 199 | 104 | 95 | 199 | 104 | 95 |
Profitability (%) | 35.8065 | 32.9032 | 38.7097 | 35.8065 | 32.9032 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.1596 | 9.1331 | 1.5905 | 1.8919 | 2.4393 | 1.4016 |
Largest Winning Trade | 1703105 | 1703105 | 52500 | 1482105 | 1482105 | 572171 |
Largest Losing Trade | -26842 | -26842 | -26756 | -750151 | -750151 | -519333 |
Avg Bars in Trades | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Winners | 152 | 153 | 150 | 152 | 153 | 150 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 24353 | 12183 | 12170 | 24353 | 12183 | 12170 |
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 | 395630 | 374229 | -575811 | -348609 | -25830 | -583245 |
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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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