Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393996.1706 | 1294426.296 | 99569.8746 | 6027512.196 | 1044800.0015 | 4982712.1945 |
Total P&L (%) | 1393.9962 | 1294.4263 | 99.5699 | 6027.5122 | 1044.8 | 4982.7122 |
Avg Daily Profit (%) | 0.6289 | 0.584 | 0.0449 | 0.1858 | 0.11 | 0.1774 |
Buy And Hold Return (%) | 522.7554 | 522.7554 | 522.7554 | 522.7554 | 522.7554 | 522.7554 |
Max Trade Drawdown | -99444 | -88220 | -128087 | -11574849 | -11885224 | -4731094 |
Profit Factor | 1.8226 | 2.5874 | 1.1133 | 1.0811 | 1.026 | 1.1462 |
Total Trades | 722 | 361 | 361 | 722 | 361 | 361 |
Winning Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Losing Trades | 499 | 250 | 249 | 499 | 250 | 249 |
Profitability (%) | 30.8864 | 30.7479 | 31.0249 | 30.8864 | 30.7479 | 31.0249 |
Ratio Avg Win / Avg Loss | 4.0785 | 5.8274 | 2.475 | 2.4191 | 2.3107 | 2.5482 |
Largest Winning Trade | 923574 | 923574 | 51783 | 5837232 | 5837232 | 2028849 |
Largest Losing Trade | -21301 | -11387 | -21301 | -1671693 | -1671693 | -1101906 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 8821 | 4267 | 4554 | 8821 | 4267 | 4554 |
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 | 301335 | 239820 | -399280 | -125682 | -249297 | -56535 |
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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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