Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049817.6896 | 1060454.3989 | -10636.7092 | 908210.6215 | 3605091.0307 | -2696880.4092 |
Total P&L (%) | 1049.8177 | 1060.4544 | -10.6367 | 908.2106 | 3605.091 | -2696.8804 |
Avg Daily Profit (%) | 0.5794 | 0.5852 | -0.0059 | 0.1276 | 0.1996 | 0 |
Buy And Hold Return (%) | 562.6846 | 562.6846 | 562.6846 | 562.6846 | 562.6846 | 562.6846 |
Max Trade Drawdown | -163082 | -87774 | -98203 | -7360313 | -4145188 | -3596679 |
Profit Factor | 2.0359 | 3.2679 | 0.9805 | 1.0337 | 1.2772 | 0.8069 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 47.1831 | 46.4789 | 47.8873 | 47.1831 | 46.4789 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.279 | 3.763 | 1.067 | 1.1571 | 1.4707 | 0.8781 |
Largest Winning Trade | 616179 | 616179 | 70005 | 5268409 | 5268409 | 1431765 |
Largest Losing Trade | -22307 | -22069 | -22307 | -1123332 | -1123332 | -948393 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 10566 | 4590 | 5976 | 10566 | 4590 | 5976 |
Profit Streak | 0 | 8.0693 | 0 | 0 | 8.0693 | 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 | 279204 | 342098 | -580110 | -214803 | 257990 | -581777 |
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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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