Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1154187.2933 | 972014.8547 | 182172.4386 | 30039620.2318 | 21832684.5548 | 8206935.677 |
Total P&L (%) | 1154.1873 | 972.0149 | 182.1724 | 30039.6202 | 21832.6846 | 8206.9357 |
Avg Daily Profit (%) | 0.6338 | 0.5337 | 0.1 | 0.3139 | 0.2964 | 0.243 |
Buy And Hold Return (%) | 540.9386 | 540.9386 | 540.9386 | 540.9386 | 540.9386 | 540.9386 |
Max Trade Drawdown | -126486 | -114755 | -57907 | -21016852 | -9377282 | -20042442 |
Profit Factor | 1.6349 | 2.0313 | 1.2081 | 1.194 | 1.2855 | 1.1048 |
Total Trades | 689 | 344 | 345 | 689 | 344 | 345 |
Winning Trades | 271 | 127 | 144 | 271 | 127 | 144 |
Losing Trades | 418 | 217 | 201 | 418 | 217 | 201 |
Profitability (%) | 39.3324 | 36.9186 | 41.7391 | 39.3324 | 36.9186 | 41.7391 |
Ratio Avg Win / Avg Loss | 2.5217 | 3.4709 | 1.6863 | 1.8417 | 2.1965 | 1.5421 |
Largest Winning Trade | 273006 | 273006 | 28977 | 6347645 | 6347645 | 5485874 |
Largest Losing Trade | -29502 | -29502 | -15729 | -6602493 | -4267207 | -6602493 |
Avg Bars in Trades | 15 | 20 | 10 | 15 | 20 | 10 |
Avg Bars in Winners | 23 | 33 | 14 | 23 | 33 | 14 |
Avg Bars in Losers | 10 | 13 | 8 | 10 | 13 | 8 |
Bars Traded | 10883 | 7137 | 3745 | 10883 | 7137 | 3745 |
Profit Streak | 0 | 16.3192 | 0 | 0 | 16.3192 | 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 | 308575 | 144387 | -226263 | 99725 | 268956 | -97454 |
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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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