Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220523.0189 | 1185041.2994 | 35481.7196 | 1459084.3943 | 1437493.5982 | 21590.7961 |
Total P&L (%) | 1220.523 | 1185.0413 | 35.4817 | 1459.0844 | 1437.4936 | 21.5908 |
Avg Daily Profit (%) | 0.5508 | 0.5348 | 0.016 | 0.124 | 0.1234 | 0.0088 |
Buy And Hold Return (%) | 210.7607 | 210.7607 | 210.7607 | 210.7607 | 210.7607 | 210.7607 |
Max Trade Drawdown | -94639 | -78128 | -132191 | -3101696 | -2760341 | -2249858 |
Profit Factor | 2.2107 | 3.3446 | 1.0706 | 1.0734 | 1.1291 | 1.0025 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 34.0541 | 34.4086 | 33.6957 | 34.0541 | 34.4086 | 33.6957 |
Ratio Avg Win / Avg Loss | 4.2811 | 6.3756 | 2.1066 | 2.0786 | 2.1523 | 1.9726 |
Largest Winning Trade | 896564 | 896564 | 52820 | 3385276 | 3385276 | 1395502 |
Largest Losing Trade | -34787 | -34787 | -22952 | -1387166 | -1387166 | -713916 |
Avg Bars in Trades | 34 | 38 | 29 | 34 | 38 | 29 |
Avg Bars in Winners | 64 | 68 | 60 | 64 | 68 | 60 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 6307 | 3558 | 2748 | 6307 | 3558 | 2748 |
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 | 331357 | 360238 | -485372 | -171032 | -111778 | -569896 |
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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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