Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932919.501 | 866677.787 | 66241.7139 | 3147197.5073 | 11657564.0474 | -8510366.5401 |
Total P&L (%) | 932.9195 | 866.6778 | 66.2417 | 3147.1975 | 11657.564 | -8510.3665 |
Avg Daily Profit (%) | 0.3731 | 0.3466 | 0.0265 | 0.1393 | 0.1908 | 0 |
Buy And Hold Return (%) | 763.581 | 763.581 | 763.581 | 763.581 | 763.581 | 763.581 |
Max Trade Drawdown | -151460 | -70631 | -129703 | -10853813 | -4102330 | -10386823 |
Profit Factor | 1.9357 | 2.7634 | 1.131 | 1.0748 | 1.6193 | 0.6337 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 144 | 65 | 79 | 144 | 65 | 79 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 51.2456 | 46.0993 | 56.4286 | 51.2456 | 46.0993 | 56.4286 |
Ratio Avg Win / Avg Loss | 1.8416 | 3.2311 | 0.8733 | 1.0226 | 1.8933 | 0.4893 |
Largest Winning Trade | 329778 | 329778 | 46451 | 9962072 | 9962072 | 1486157 |
Largest Losing Trade | -49419 | -26160 | -49419 | -5106071 | -1563455 | -5106071 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 9749 | 5117 | 4632 | 9749 | 5117 | 4632 |
Profit Streak | 0 | 0 | 84.8645 | 0 | 0 | 84.8645 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81958 | -110905 | -399718 | -145395 | 335778 | -579166 |
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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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