Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982929.5607 | 861603.4879 | 121326.0729 | 6998077.3772 | 4439262.102 | 2558815.2752 |
Total P&L (%) | 982.9296 | 861.6035 | 121.3261 | 6998.0774 | 4439.2621 | 2558.8153 |
Avg Daily Profit (%) | 0.5321 | 0.4664 | 0.0657 | 0.231 | 0.2068 | 0.1778 |
Buy And Hold Return (%) | 381.9046 | 381.9046 | 381.9046 | 381.9046 | 381.9046 | 381.9046 |
Max Trade Drawdown | -99673 | -110923 | -78425 | -7825763 | -4680128 | -5555984 |
Profit Factor | 1.5746 | 2.022 | 1.1399 | 1.1637 | 1.2153 | 1.1157 |
Total Trades | 643 | 321 | 322 | 643 | 321 | 322 |
Winning Trades | 234 | 104 | 130 | 234 | 104 | 130 |
Losing Trades | 409 | 217 | 192 | 409 | 217 | 192 |
Profitability (%) | 36.3919 | 32.3988 | 40.3727 | 36.3919 | 32.3988 | 40.3727 |
Ratio Avg Win / Avg Loss | 2.7522 | 4.2189 | 1.6835 | 2.034 | 2.5357 | 1.6477 |
Largest Winning Trade | 273006 | 273006 | 40367 | 2176444 | 1486265 | 2176444 |
Largest Losing Trade | -15801 | -14782 | -15801 | -1590873 | -1073778 | -1590873 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 11044 | 5740 | 5304 | 11044 | 5740 | 5304 |
Profit Streak | 6.1734 | 0 | 6.8401 | 6.1734 | 0 | 6.8401 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334780 | 127147 | -338226 | -31996 | 119827 | -86198 |
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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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