Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941592.2947 | 781661.1776 | 159931.1171 | 27178217.6895 | 24435106.2773 | 2743111.4122 |
Total P&L (%) | 941.5923 | 781.6612 | 159.9311 | 27178.2177 | 24435.1063 | 2743.1114 |
Avg Daily Profit (%) | 0.5195 | 0.4312 | 0.0882 | 0.3099 | 0.304 | 0.1848 |
Buy And Hold Return (%) | 565.3355 | 565.3355 | 565.3355 | 565.3355 | 565.3355 | 565.3355 |
Max Trade Drawdown | -81863 | -46629 | -90885 | -20023657 | -15867571 | -13321762 |
Profit Factor | 2.0084 | 2.7381 | 1.3304 | 1.2033 | 1.3592 | 1.0418 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 56.5972 | 55.5556 | 57.6389 | 56.5972 | 55.5556 | 57.6389 |
Ratio Avg Win / Avg Loss | 1.5402 | 2.1905 | 0.9778 | 0.9228 | 1.0874 | 0.7656 |
Largest Winning Trade | 206304 | 206304 | 79294 | 11032965 | 11032965 | 9959638 |
Largest Losing Trade | -32864 | -24908 | -32864 | -7686707 | -5894283 | -7686707 |
Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Winners | 78 | 60 | 94 | 78 | 60 | 94 |
Avg Bars in Losers | 69 | 77 | 61 | 69 | 77 | 61 |
Bars Traded | 21477 | 9829 | 11648 | 21477 | 9829 | 11648 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281790 | -30945 | -241523 | 329933 | 357126 | -168980 |
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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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