Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2575936.3919 | 2460678.4108 | 115257.9811 | 4874848.5281 | 4729046.6376 | 145801.8905 |
Total P&L (%) | 2575.9364 | 2460.6784 | 115.258 | 4874.8485 | 4729.0466 | 145.8019 |
Avg Daily Profit (%) | 1.2365 | 1.1811 | 0.0553 | 0.1877 | 0.1863 | 0.0432 |
Buy And Hold Return (%) | 354.1894 | 354.1894 | 354.1894 | 354.1894 | 354.1894 | 354.1894 |
Max Trade Drawdown | -109642 | -83150 | -64510 | -12963326 | -10518974 | -6648545 |
Profit Factor | 3.4545 | 6.2822 | 1.1975 | 1.0655 | 1.141 | 1.0036 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 204 | 105 | 99 | 204 | 105 | 99 |
Profitability (%) | 41.2104 | 39.3064 | 43.1034 | 41.2104 | 39.3064 | 43.1034 |
Ratio Avg Win / Avg Loss | 4.9282 | 9.7004 | 1.5807 | 1.52 | 1.7618 | 1.3247 |
Largest Winning Trade | 2298218 | 2298218 | 49335 | 6202239 | 6202239 | 3494459 |
Largest Losing Trade | -26582 | -21044 | -26582 | -3718208 | -1978136 | -3718208 |
Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Winners | 113 | 105 | 121 | 113 | 105 | 121 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 24554 | 11128 | 13426 | 24554 | 11128 | 13426 |
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 | 667733 | 654549 | -289322 | -141072 | -60232 | -519947 |
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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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