Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159952.6856 | 1037953.4675 | 121999.2182 | 4015990.746 | 3441085.667 | 574905.079 |
Total P&L (%) | 1159.9527 | 1037.9535 | 121.9992 | 4015.9907 | 3441.0857 | 574.9051 |
Avg Daily Profit (%) | 0.557 | 0.4984 | 0.0586 | 0.1787 | 0.1714 | 0.0917 |
Buy And Hold Return (%) | 58.319 | 58.319 | 58.319 | 58.319 | 58.319 | 58.319 |
Max Trade Drawdown | -160780 | -101639 | -193669 | -9177184 | -8079058 | -3138241 |
Profit Factor | 1.719 | 2.285 | 1.1514 | 1.0801 | 1.1277 | 1.0248 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 251 | 119 | 132 | 251 | 119 | 132 |
Losing Trades | 289 | 151 | 138 | 289 | 151 | 138 |
Profitability (%) | 46.4815 | 44.0741 | 48.8889 | 46.4815 | 44.0741 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.9792 | 2.8995 | 1.2038 | 1.2436 | 1.4309 | 1.0714 |
Largest Winning Trade | 441531 | 441531 | 65178 | 5205177 | 5205177 | 2903023 |
Largest Losing Trade | -31748 | -29800 | -31748 | -2517315 | -2517315 | -1118828 |
Avg Bars in Trades | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Winners | 64 | 47 | 79 | 64 | 47 | 79 |
Avg Bars in Losers | 28 | 32 | 25 | 28 | 32 | 25 |
Bars Traded | 24484 | 10491 | 13992 | 24484 | 10491 | 13992 |
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 | 568799 | 485667 | -174507 | -123089 | -73734 | -262903 |
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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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