Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834037.6794 | 784517.969 | 49519.7103 | 1453791.4831 | 3900487.4657 | -2446695.9826 |
Total P&L (%) | 834.0377 | 784.518 | 49.5197 | 1453.7915 | 3900.4875 | -2446.696 |
Avg Daily Profit (%) | 0.4601 | 0.4328 | 0.0273 | 0.1514 | 0.2037 | 0 |
Buy And Hold Return (%) | 415.1132 | 415.1132 | 415.1132 | 415.1132 | 415.1132 | 415.1132 |
Max Trade Drawdown | -144453 | -87410 | -120486 | -5094184 | -2448942 | -3834032 |
Profit Factor | 1.7082 | 2.3715 | 1.0818 | 1.0619 | 1.3554 | 0.8043 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 170 | 81 | 89 | 170 | 81 | 89 |
Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Profitability (%) | 48.2955 | 46.0227 | 50.5682 | 48.2955 | 46.0227 | 50.5682 |
Ratio Avg Win / Avg Loss | 1.8287 | 2.7814 | 1.0574 | 1.1369 | 1.5896 | 0.7862 |
Largest Winning Trade | 284668 | 284668 | 52953 | 4326853 | 4326853 | 987026 |
Largest Losing Trade | -66793 | -32393 | -66793 | -2853333 | -1284543 | -2853333 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10761 | 5178 | 5583 | 10761 | 5178 | 5583 |
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 | 282507 | 216668 | -452321 | -146273 | 313198 | -580338 |
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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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