Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914373.5438 | 815003.1068 | 99370.4369 | 2225769.1743 | 3854357.3768 | -1628588.2025 |
Total P&L (%) | 914.3735 | 815.0031 | 99.3704 | 2225.7692 | 3854.3574 | -1628.5882 |
Avg Daily Profit (%) | 0.4044 | 0.3605 | 0.044 | 0.1393 | 0.1628 | 0 |
Buy And Hold Return (%) | 135.182 | 135.182 | 135.182 | 135.182 | 135.182 | 135.182 |
Max Trade Drawdown | -114198 | -94890 | -119441 | -6471925 | -3459259 | -4412204 |
Profit Factor | 1.7424 | 2.3098 | 1.1631 | 1.0638 | 1.2344 | 0.9117 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 37.9061 | 35.2518 | 40.5797 | 37.9061 | 35.2518 | 40.5797 |
Ratio Avg Win / Avg Loss | 2.8542 | 4.2425 | 1.7031 | 1.7426 | 2.2673 | 1.335 |
Largest Winning Trade | 392738 | 392738 | 43218 | 2827719 | 2827719 | 1158479 |
Largest Losing Trade | -28392 | -23481 | -28392 | -1432417 | -812924 | -1432417 |
Avg Bars in Trades | 32 | 30 | 33 | 32 | 30 | 33 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 8933 | 4255 | 4679 | 8933 | 4255 | 4679 |
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 | 348349 | 260592 | -343886 | -159191 | 93331 | -582963 |
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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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