Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381799.539 | 1335448.788 | 46350.751 | 2970747.4093 | 4449724.1992 | -1478976.7899 |
Total P&L (%) | 1381.7995 | 1335.4488 | 46.3508 | 2970.7474 | 4449.7242 | -1478.9768 |
Avg Daily Profit (%) | 0.7565 | 0.7311 | 0.0254 | 0.1876 | 0.2092 | 0 |
Buy And Hold Return (%) | 622.0446 | 622.0446 | 622.0446 | 622.0446 | 622.0446 | 622.0446 |
Max Trade Drawdown | -95429 | -65124 | -64324 | -8692445 | -5833436 | -4425673 |
Profit Factor | 2.559 | 4.0517 | 1.1033 | 1.0862 | 1.2461 | 0.9097 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 44.8276 | 43.8462 | 45.8015 | 44.8276 | 43.8462 | 45.8015 |
Ratio Avg Win / Avg Loss | 3.1495 | 5.1891 | 1.3056 | 1.3369 | 1.5959 | 1.0765 |
Largest Winning Trade | 807572 | 807572 | 72981 | 8819873 | 8819873 | 2393448 |
Largest Losing Trade | -39480 | -27915 | -39480 | -1408236 | -1408236 | -1341247 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 10648 | 4834 | 5814 | 10648 | 4834 | 5814 |
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 | 418093 | 401914 | -433498 | -119947 | 229669 | -580950 |
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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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