Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742489.8917 | 690936.4386 | 51553.4532 | 2617571.1256 | 9187006.6148 | -6569435.4892 |
Total P&L (%) | 742.4899 | 690.9364 | 51.5535 | 2617.5711 | 9187.0066 | -6569.4355 |
Avg Daily Profit (%) | 0.2956 | 0.2751 | 0.0205 | 0.1315 | 0.1805 | 0 |
Buy And Hold Return (%) | 648.2639 | 648.2639 | 648.2639 | 648.2639 | 648.2639 | 648.2639 |
Max Trade Drawdown | -156143 | -72924 | -102801 | -16806691 | -6336142 | -10716193 |
Profit Factor | 1.6147 | 2.1237 | 1.0869 | 1.0804 | 1.6177 | 0.6283 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Losing Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Profitability (%) | 45.2381 | 45.2381 | 45.2381 | 45.2381 | 45.2381 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.9546 | 2.5708 | 1.3158 | 1.3079 | 1.9582 | 0.7606 |
Largest Winning Trade | 188025 | 188025 | 61133 | 6779301 | 6779301 | 2553386 |
Largest Losing Trade | -42016 | -35289 | -42016 | -6415129 | -2505932 | -6415129 |
Avg Bars in Trades | 29 | 31 | 26 | 29 | 31 | 26 |
Avg Bars in Winners | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 9788 | 5342 | 4446 | 9788 | 5342 | 4446 |
Profit Streak | 0 | 0 | 9.173 | 0 | 0 | 9.173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108463 | -134107 | -456706 | -151063 | 338631 | -581360 |
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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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