Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886710.6948 | 789259.5368 | 97451.1581 | 8660625.0461 | 9250560.3035 | -589935.2574 |
Total P&L (%) | 886.7107 | 789.2595 | 97.4512 | 8660.625 | 9250.5603 | -589.9353 |
Avg Daily Profit (%) | 0.4257 | 0.379 | 0.0468 | 0.215 | 0.2181 | 0 |
Buy And Hold Return (%) | 1111.8204 | 1111.8204 | 1111.8204 | 1111.8204 | 1111.8204 | 1111.8204 |
Max Trade Drawdown | -95532 | -82047 | -61300 | -3309759 | -1998651 | -2663580 |
Profit Factor | 2.0568 | 2.6062 | 1.2803 | 1.4346 | 1.8617 | 0.9358 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 41.0714 | 37.5 | 44.6429 | 41.0714 | 37.5 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.951 | 4.3437 | 1.5876 | 2.0583 | 3.1029 | 1.1604 |
Largest Winning Trade | 190978 | 190978 | 49648 | 3204645 | 3204645 | 1433767 |
Largest Losing Trade | -27880 | -26620 | -27880 | -1314512 | -1314512 | -1117161 |
Avg Bars in Trades | 109 | 112 | 106 | 109 | 112 | 106 |
Avg Bars in Winners | 176 | 192 | 163 | 176 | 192 | 163 |
Avg Bars in Losers | 63 | 64 | 61 | 63 | 64 | 61 |
Bars Traded | 24572 | 12607 | 11965 | 24572 | 12607 | 11965 |
Profit Streak | 26.7972 | 26.7972 | 26.9639 | 26.7972 | 26.7972 | 26.9639 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153185 | -155816 | -296921 | 320352 | 257398 | -580909 |
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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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