Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988244.0931 | 947441.2191 | 40802.874 | 993251.126 | 1230516.0151 | -237264.8891 |
Total P&L (%) | 988.2441 | 947.4412 | 40.8029 | 993.2511 | 1230.516 | -237.2649 |
Avg Daily Profit (%) | 0.4745 | 0.4549 | 0.0196 | 0.1149 | 0.1243 | 0 |
Buy And Hold Return (%) | 81.749 | 81.749 | 81.749 | 81.749 | 81.749 | 81.749 |
Max Trade Drawdown | -204444 | -143556 | -161738 | -9708407 | -7085940 | -2645720 |
Profit Factor | 1.7459 | 2.5344 | 1.0577 | 1.0308 | 1.0743 | 0.9848 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 149 | 64 | 85 | 149 | 64 | 85 |
Losing Trades | 213 | 117 | 96 | 213 | 117 | 96 |
Profitability (%) | 41.1602 | 35.3591 | 46.9613 | 41.1602 | 35.3591 | 46.9613 |
Ratio Avg Win / Avg Loss | 2.4958 | 4.6332 | 1.1945 | 1.4736 | 1.9639 | 1.1123 |
Largest Winning Trade | 451677 | 451677 | 83241 | 4360500 | 4360500 | 1896650 |
Largest Losing Trade | -36865 | -19591 | -36865 | -1379551 | -1379551 | -1186924 |
Avg Bars in Trades | 67 | 56 | 78 | 67 | 56 | 78 |
Avg Bars in Winners | 113 | 97 | 126 | 113 | 97 | 126 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 24492 | 10229 | 14263 | 24492 | 10229 | 14263 |
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 | 437345 | 350877 | -490340 | -227338 | -169595 | -579900 |
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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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