Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355814.5351 | 1245280.7391 | 110533.796 | 7940991.1552 | 6669579.833 | 1271411.3222 |
Total P&L (%) | 1355.8145 | 1245.2807 | 110.5338 | 7940.9912 | 6669.5798 | 1271.4113 |
Avg Daily Profit (%) | 0.6128 | 0.5628 | 0.05 | 0.1985 | 0.1907 | 0.1184 |
Buy And Hold Return (%) | 475.3776 | 475.3776 | 475.3776 | 475.3776 | 475.3776 | 475.3776 |
Max Trade Drawdown | -76401 | -74853 | -115696 | -10927607 | -11301099 | -11966857 |
Profit Factor | 2.2175 | 3.2664 | 1.1959 | 1.0847 | 1.1421 | 1.0272 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Profitability (%) | 35.5346 | 35.8491 | 35.2201 | 35.5346 | 35.8491 | 35.2201 |
Ratio Avg Win / Avg Loss | 4.0229 | 5.8451 | 2.1996 | 1.9678 | 2.0437 | 1.8892 |
Largest Winning Trade | 804572 | 804572 | 47249 | 7457872 | 7457872 | 4663169 |
Largest Losing Trade | -36695 | -13645 | -36695 | -3931793 | -2438085 | -3931793 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 6580 | 3338 | 3242 | 6580 | 3338 | 3242 |
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 | 318893 | 323481 | -301068 | -121908 | -60116 | -232647 |
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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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