Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250952.726 | 1233224.1104 | 17728.6156 | 1058734.49 | 3064810.5858 | -2006076.0958 |
Total P&L (%) | 1250.9527 | 1233.2241 | 17.7286 | 1058.7345 | 3064.8106 | -2006.0761 |
Avg Daily Profit (%) | 0.5616 | 0.5536 | 0.008 | 0.11 | 0.1552 | 0 |
Buy And Hold Return (%) | 349.43 | 349.43 | 349.43 | 349.43 | 349.43 | 349.43 |
Max Trade Drawdown | -174095 | -126316 | -186829 | -5545206 | -3745713 | -3110444 |
Profit Factor | 2.0206 | 3.0909 | 1.0279 | 1.0537 | 1.3139 | 0.7986 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 164 | 84 | 80 | 164 | 84 | 80 |
Profitability (%) | 34.6614 | 33.3333 | 36 | 34.6614 | 33.3333 | 36 |
Ratio Avg Win / Avg Loss | 3.8089 | 6.1817 | 1.8273 | 1.9862 | 2.6279 | 1.4198 |
Largest Winning Trade | 880126 | 880126 | 50590 | 5480762 | 5480762 | 1534921 |
Largest Losing Trade | -40407 | -20311 | -40407 | -1497221 | -949782 | -1497221 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4425 | 2262 | 2163 | 4425 | 2262 | 2163 |
Profit Streak | 10.6118 | 11.1118 | 0 | 10.6118 | 11.1118 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311331 | 307467 | -542110 | -212845 | 113428 | -584500 |
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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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