Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813103.4346 | 778497.1038 | 34606.3307 | 3071573.3153 | 7961475.9943 | -4889902.679 |
Total P&L (%) | 813.1034 | 778.4971 | 34.6063 | 3071.5733 | 7961.476 | -4889.9027 |
Avg Daily Profit (%) | 0.4493 | 0.4302 | 0.0191 | 0.1912 | 0.2429 | 0 |
Buy And Hold Return (%) | 1009.6993 | 1009.6993 | 1009.6993 | 1009.6993 | 1009.6993 | 1009.6993 |
Max Trade Drawdown | -168415 | -93247 | -202698 | -8384136 | -4770388 | -8679393 |
Profit Factor | 1.8611 | 2.8629 | 1.0657 | 1.0949 | 1.5678 | 0.7335 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Losing Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Profitability (%) | 47.4227 | 51.5464 | 43.299 | 47.4227 | 51.5464 | 43.299 |
Ratio Avg Win / Avg Loss | 2.0634 | 2.6912 | 1.3956 | 1.2139 | 1.4738 | 0.9605 |
Largest Winning Trade | 217350 | 217350 | 63850 | 3254148 | 3254148 | 1440628 |
Largest Losing Trade | -29261 | -25903 | -29261 | -1316892 | -1316892 | -1296154 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 5272 | 2375 | 2897 | 5272 | 2375 | 2897 |
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 | -151785 | -150124 | -483922 | -110967 | 371070 | -583401 |
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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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