Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742516.7236 | 651110.8546 | 91405.869 | 2060652.4482 | 710016.3702 | 1350636.078 |
Total P&L (%) | 742.5167 | 651.1109 | 91.4059 | 2060.6524 | 710.0164 | 1350.6361 |
Avg Daily Profit (%) | 0.3961 | 0.3473 | 0.0488 | 0.164 | 0.1116 | 0.1428 |
Buy And Hold Return (%) | 191.066 | 191.066 | 191.066 | 191.066 | 191.066 | 191.066 |
Max Trade Drawdown | -208844 | -175051 | -152666 | -17892841 | -15784071 | -7466602 |
Profit Factor | 1.2479 | 1.4352 | 1.061 | 1.0145 | 1.0096 | 1.02 |
Total Trades | 1692 | 846 | 846 | 1692 | 846 | 846 |
Winning Trades | 646 | 308 | 338 | 646 | 308 | 338 |
Losing Trades | 1046 | 538 | 508 | 1046 | 538 | 508 |
Profitability (%) | 38.1797 | 36.4066 | 39.9527 | 38.1797 | 36.4066 | 39.9527 |
Ratio Avg Win / Avg Loss | 2.0206 | 2.5069 | 1.5946 | 1.6427 | 1.7634 | 1.533 |
Largest Winning Trade | 251938 | 251938 | 30450 | 6649813 | 6649813 | 1791215 |
Largest Losing Trade | -19772 | -16228 | -19772 | -2636382 | -1613728 | -2636382 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 22417 | 11315 | 11102 | 22417 | 11315 | 11102 |
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 | 399129 | 267260 | -445670 | -192882 | -256053 | -199218 |
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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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