Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600329.7045 | 597873.3981 | 2456.3064 | 275947.8351 | 1392864.0393 | -1116916.2042 |
Total P&L (%) | 600.3297 | 597.8734 | 2.4563 | 275.9478 | 1392.864 | -1116.9162 |
Avg Daily Profit (%) | 0.2882 | 0.287 | 0.0012 | 0.0636 | 0.1298 | 0 |
Buy And Hold Return (%) | 37.8479 | 37.8479 | 37.8479 | 37.8479 | 37.8479 | 37.8479 |
Max Trade Drawdown | -172277 | -114844 | -120854 | -9890826 | -4997716 | -6348174 |
Profit Factor | 1.4955 | 2.0555 | 1.0038 | 1.0087 | 1.0911 | 0.9313 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Profitability (%) | 39.924 | 37.4046 | 42.4242 | 39.924 | 37.4046 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.2504 | 3.4398 | 1.3623 | 1.5179 | 1.8259 | 1.2639 |
Largest Winning Trade | 194551 | 194551 | 64017 | 4007217 | 2816169 | 4007217 |
Largest Losing Trade | -40797 | -23778 | -40797 | -2319823 | -1690679 | -2319823 |
Avg Bars in Trades | 93 | 78 | 109 | 93 | 78 | 109 |
Avg Bars in Winners | 163 | 148 | 176 | 163 | 148 | 176 |
Avg Bars in Losers | 47 | 36 | 59 | 47 | 36 | 59 |
Bars Traded | 24646 | 10240 | 14406 | 24646 | 10240 | 14406 |
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 | 310978 | 273010 | -576501 | -320362 | -143592 | -582261 |
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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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