Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632625.5781 | 1606727.5111 | 25898.067 | 872585.2178 | 780061.4586 | 92523.7592 |
Total P&L (%) | 1632.6256 | 1606.7275 | 25.8981 | 872.5852 | 780.0615 | 92.5238 |
Avg Daily Profit (%) | 0.8989 | 0.8846 | 0.0143 | 0.1253 | 0.1198 | 0.0361 |
Buy And Hold Return (%) | 567.5984 | 567.5984 | 567.5984 | 567.5984 | 567.5984 | 567.5984 |
Max Trade Drawdown | -183473 | -175209 | -48576 | -2821892 | -2181416 | -772798 |
Profit Factor | 2.3356 | 2.7739 | 1.0818 | 1.0666 | 1.0789 | 1.0289 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 173 | 80 | 93 | 173 | 80 | 93 |
Losing Trades | 200 | 106 | 94 | 200 | 106 | 94 |
Profitability (%) | 46.3807 | 43.0108 | 49.7326 | 46.3807 | 43.0108 | 49.7326 |
Ratio Avg Win / Avg Loss | 2.7001 | 3.6754 | 1.0934 | 1.2331 | 1.4295 | 1.0399 |
Largest Winning Trade | 1139026 | 1139026 | 22427 | 1672502 | 1672502 | 186984 |
Largest Losing Trade | -41839 | -41839 | -15489 | -683178 | -683178 | -239714 |
Avg Bars in Trades | 57 | 106 | 9 | 57 | 106 | 9 |
Avg Bars in Winners | 77 | 155 | 9 | 77 | 155 | 9 |
Avg Bars in Losers | 40 | 68 | 9 | 40 | 68 | 9 |
Bars Traded | 21493 | 19723 | 1770 | 21493 | 19723 | 1770 |
Profit Streak | 0 | 41.7201 | 0 | 0 | 41.7201 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540759 | 502532 | -469538 | -181954 | -217044 | -498665 |
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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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