Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182620.1884 | 1144326.8902 | 38293.2982 | 1898584.9646 | 3149856.1608 | -1251271.1962 |
Total P&L (%) | 1182.6202 | 1144.3269 | 38.2933 | 1898.585 | 3149.8562 | -1251.2712 |
Avg Daily Profit (%) | 0.6501 | 0.629 | 0.0211 | 0.1648 | 0.1915 | 0 |
Buy And Hold Return (%) | 612.0967 | 612.0967 | 612.0967 | 612.0967 | 612.0967 | 612.0967 |
Max Trade Drawdown | -97096 | -87019 | -93554 | -5016720 | -3887399 | -3139132 |
Profit Factor | 2.1118 | 3.2171 | 1.0699 | 1.0642 | 1.2174 | 0.9169 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 47.432 | 46.6667 | 48.1928 | 47.432 | 46.6667 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.3404 | 3.6767 | 1.1502 | 1.1795 | 1.3914 | 0.9857 |
Largest Winning Trade | 757238 | 757238 | 71060 | 2719351 | 2719351 | 1275993 |
Largest Losing Trade | -51578 | -24192 | -51578 | -1394605 | -1103794 | -1394605 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10724 | 5040 | 5685 | 10724 | 5040 | 5685 |
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 | 334475 | 327873 | -474511 | -144409 | 191568 | -581166 |
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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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