Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209127.9673 | 1166796.8277 | 42331.1396 | 2478527.7943 | 5470432.9766 | -2991905.1823 |
Total P&L (%) | 1209.128 | 1166.7968 | 42.3311 | 2478.5278 | 5470.433 | -2991.9052 |
Avg Daily Profit (%) | 0.6651 | 0.6419 | 0.0233 | 0.1789 | 0.2214 | 0 |
Buy And Hold Return (%) | 653.1507 | 653.1507 | 653.1507 | 653.1507 | 653.1507 | 653.1507 |
Max Trade Drawdown | -87646 | -67679 | -71834 | -6229365 | -3812225 | -4617913 |
Profit Factor | 2.1725 | 3.4325 | 1.0767 | 1.073 | 1.3279 | 0.8267 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 170 | 90 | 80 | 170 | 90 | 80 |
Profitability (%) | 47.5309 | 44.4444 | 50.6173 | 47.5309 | 44.4444 | 50.6173 |
Ratio Avg Win / Avg Loss | 2.3982 | 4.2907 | 1.0505 | 1.1845 | 1.6598 | 0.8065 |
Largest Winning Trade | 632694 | 632694 | 75187 | 6571501 | 6571501 | 1737804 |
Largest Losing Trade | -24158 | -23210 | -24158 | -1499543 | -1499543 | -1346826 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 10681 | 4741 | 5941 | 10681 | 4741 | 5941 |
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 | 323990 | 305162 | -463271 | -134030 | 287868 | -580404 |
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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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