Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2548367.0464 | 2586868.1503 | -38501.1038 | 185164.4346 | 908484.9541 | -723320.5195 |
Total P&L (%) | 2548.367 | 2586.8682 | -38.5011 | 185.1644 | 908.485 | -723.3205 |
Avg Daily Profit (%) | 1.2232 | 1.2417 | -0.0185 | 0.0503 | 0.111 | 0 |
Buy And Hold Return (%) | 220.7533 | 220.7533 | 220.7533 | 220.7533 | 220.7533 | 220.7533 |
Max Trade Drawdown | -154938 | -107524 | -149203 | -1883858 | -1122656 | -911791 |
Profit Factor | 3.1985 | 5.6167 | 0.9357 | 1.0361 | 1.3411 | 0.7064 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 248 | 122 | 126 | 248 | 122 | 126 |
Profitability (%) | 28.5303 | 29.4798 | 27.5862 | 28.5303 | 29.4798 | 27.5862 |
Ratio Avg Win / Avg Loss | 8.0125 | 13.4359 | 2.4562 | 2.5955 | 3.2081 | 1.8542 |
Largest Winning Trade | 2552105 | 2552105 | 51262 | 1978057 | 1978057 | 303448 |
Largest Losing Trade | -29631 | -20441 | -29631 | -236973 | -236973 | -235000 |
Avg Bars in Trades | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Winners | 170 | 160 | 181 | 170 | 160 | 181 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 24582 | 12074 | 12508 | 24582 | 12074 | 12508 |
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 | 259390 | 434754 | -596060 | -483627 | -54795 | -596060 |
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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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