Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622222.0102 | 583330.4729 | 38891.5373 | 638181.9201 | 696130.3879 | -57948.4677 |
Total P&L (%) | 622.222 | 583.3305 | 38.8915 | 638.1819 | 696.1304 | -57.9485 |
Avg Daily Profit (%) | 0.3309 | 0.3102 | 0.0207 | 0.1064 | 0.1104 | -0.0461 |
Buy And Hold Return (%) | 195.492 | 195.492 | 195.492 | 195.492 | 195.492 | 195.492 |
Max Trade Drawdown | -142690 | -116391 | -106254 | -3098159 | -2637666 | -1837206 |
Profit Factor | 1.2435 | 1.4599 | 1.0302 | 1.018 | 1.0389 | 0.9967 |
Total Trades | 1099 | 549 | 550 | 1099 | 549 | 550 |
Winning Trades | 410 | 192 | 218 | 410 | 192 | 218 |
Losing Trades | 689 | 357 | 332 | 689 | 357 | 332 |
Profitability (%) | 37.3066 | 34.9727 | 39.6364 | 37.3066 | 34.9727 | 39.6364 |
Ratio Avg Win / Avg Loss | 2.0897 | 2.7146 | 1.569 | 1.7107 | 1.9316 | 1.5179 |
Largest Winning Trade | 243713 | 243713 | 28440 | 1144601 | 1144601 | 551207 |
Largest Losing Trade | -24768 | -21485 | -24768 | -760833 | -545829 | -760833 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 22454 | 11445 | 11009 | 22454 | 11445 | 11009 |
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 | 300068 | 171845 | -518616 | -251832 | -227739 | -579434 |
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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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