Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4387824.7204 | 4403848.7217 | -16024.0013 | 327675.2352 | 3076296.6123 | -2748621.3771 |
Total P&L (%) | 4387.8247 | 4403.8487 | -16.024 | 327.6752 | 3076.2966 | -2748.6214 |
Avg Daily Profit (%) | 1.9787 | 1.986 | -0.0072 | 0.0656 | 0.1561 | 0 |
Buy And Hold Return (%) | 458.7637 | 458.7637 | 458.7637 | 458.7637 | 458.7637 | 458.7637 |
Max Trade Drawdown | -175923 | -153419 | -84721 | -9541820 | -6907113 | -2985145 |
Profit Factor | 4.6037 | 5.7786 | 0.9459 | 1.012 | 1.1547 | 0.6317 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 216 | 114 | 102 | 216 | 114 | 102 |
Profitability (%) | 29.6417 | 25.4902 | 33.7662 | 29.6417 | 25.4902 | 33.7662 |
Ratio Avg Win / Avg Loss | 10.9275 | 16.8913 | 1.8554 | 2.4021 | 3.3751 | 1.239 |
Largest Winning Trade | 4263446 | 4263446 | 26991 | 9675322 | 9675322 | 957994 |
Largest Losing Trade | -31183 | -31183 | -23552 | -2376365 | -2376365 | -1071768 |
Avg Bars in Trades | 43 | 80 | 5 | 43 | 80 | 5 |
Avg Bars in Winners | 99 | 218 | 10 | 99 | 218 | 10 |
Avg Bars in Losers | 19 | 33 | 3 | 19 | 33 | 3 |
Bars Traded | 13221 | 12321 | 900 | 13221 | 12321 | 900 |
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 | 501913 | -4846 | -583784 | -485169 | -69241 | -584895 |
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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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