Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200634.7635 | 1223484.831 | -22850.0674 | 363019.711 | 1044560.2493 | -681540.5384 |
Total P&L (%) | 1200.6348 | 1223.4848 | -22.8501 | 363.0197 | 1044.5602 | -681.5405 |
Avg Daily Profit (%) | 0.5394 | 0.5496 | -0.0103 | 0.0689 | 0.1096 | 0 |
Buy And Hold Return (%) | 394.5303 | 394.5303 | 394.5303 | 394.5303 | 394.5303 | 394.5303 |
Max Trade Drawdown | -172500 | -123025 | -151098 | -3533768 | -3066783 | -1577509 |
Profit Factor | 1.5214 | 2.1148 | 0.981 | 1.0129 | 1.0772 | 0.9534 |
Total Trades | 1301 | 651 | 650 | 1301 | 651 | 650 |
Winning Trades | 418 | 186 | 232 | 418 | 186 | 232 |
Losing Trades | 883 | 465 | 418 | 883 | 465 | 418 |
Profitability (%) | 32.1291 | 28.5714 | 35.6923 | 32.1291 | 28.5714 | 35.6923 |
Ratio Avg Win / Avg Loss | 3.2139 | 5.287 | 1.7676 | 2.1397 | 2.693 | 1.7178 |
Largest Winning Trade | 975087 | 975087 | 39389 | 3625024 | 3625024 | 557105 |
Largest Losing Trade | -18036 | -10637 | -18036 | -401906 | -261775 | -401906 |
Avg Bars in Trades | 10 | 11 | 8 | 10 | 11 | 8 |
Avg Bars in Winners | 20 | 27 | 15 | 20 | 27 | 15 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 13295 | 7567 | 5728 | 13295 | 7567 | 5728 |
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 | 370213 | 38724 | -580446 | -472121 | -195175 | -580446 |
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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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