Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981123.0151 | 837636.5144 | 143486.5007 | 2043612.3051 | -2185004.0198 | 4228616.3249 |
Total P&L (%) | 981.123 | 837.6365 | 143.4865 | 2043.6123 | -2185.004 | 4228.6163 |
Avg Daily Profit (%) | 0.5084 | 0.4341 | 0.0744 | 0.159 | 0 | 0.1954 |
Buy And Hold Return (%) | 17.9033 | 17.9033 | 17.9033 | 17.9033 | 17.9033 | 17.9033 |
Max Trade Drawdown | -167434 | -120767 | -112861 | -10423631 | -7966755 | -4560536 |
Profit Factor | 2.0312 | 2.7333 | 1.3065 | 1.0688 | 0.8703 | 1.3288 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 38.8646 | 33.0435 | 44.7368 | 38.8646 | 33.0435 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.1952 | 5.5385 | 1.6139 | 1.6812 | 1.7636 | 1.6414 |
Largest Winning Trade | 591277 | 591277 | 53208 | 5841694 | 5841694 | 3227772 |
Largest Losing Trade | -41569 | -31217 | -41569 | -1522975 | -1522975 | -1489416 |
Avg Bars in Trades | 99 | 80 | 118 | 99 | 80 | 118 |
Avg Bars in Winners | 174 | 145 | 195 | 174 | 145 | 195 |
Avg Bars in Losers | 51 | 48 | 55 | 51 | 48 | 55 |
Bars Traded | 22779 | 9283 | 13496 | 22779 | 9283 | 13496 |
Profit Streak | 0 | 0 | 25.6462 | 0 | 0 | 25.6462 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410481 | 302796 | -94187 | -139204 | -584842 | 274107 |
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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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