Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854058.0476 | 768828.6802 | 85229.3674 | 5223701.7983 | 6791169.5404 | -1567467.7421 |
Total P&L (%) | 854.058 | 768.8287 | 85.2294 | 5223.7018 | 6791.1695 | -1567.4677 |
Avg Daily Profit (%) | 0.4672 | 0.4206 | 0.0466 | 0.2177 | 0.2318 | 0 |
Buy And Hold Return (%) | 753.2601 | 753.2601 | 753.2601 | 753.2601 | 753.2601 | 753.2601 |
Max Trade Drawdown | -84770 | -67945 | -114887 | -6547327 | -5871738 | -3484419 |
Profit Factor | 1.5299 | 2.0648 | 1.0958 | 1.0999 | 1.2712 | 0.9425 |
Total Trades | 714 | 357 | 357 | 714 | 357 | 357 |
Winning Trades | 348 | 178 | 170 | 348 | 178 | 170 |
Losing Trades | 366 | 179 | 187 | 366 | 179 | 187 |
Profitability (%) | 48.7395 | 49.8599 | 47.619 | 48.7395 | 49.8599 | 47.619 |
Ratio Avg Win / Avg Loss | 1.6091 | 2.0764 | 1.2054 | 1.1568 | 1.2783 | 1.0368 |
Largest Winning Trade | 203481 | 203481 | 43638 | 2187482 | 2187482 | 1568563 |
Largest Losing Trade | -38821 | -20524 | -38821 | -1612217 | -1324768 | -1612217 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 21709 | 10158 | 11551 | 21709 | 10158 | 11551 |
Profit Streak | 0 | 21.4029 | 0 | 0 | 21.4029 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107984 | -142497 | -411165 | -99290 | 403888 | -578726 |
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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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