Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406398.3114 | 1342151.3848 | 64246.9265 | 4069019.9426 | 5557748.927 | -1488728.9844 |
Total P&L (%) | 1406.3983 | 1342.1514 | 64.2469 | 4069.0199 | 5557.7489 | -1488.729 |
Avg Daily Profit (%) | 0.7749 | 0.7395 | 0.0354 | 0.2058 | 0.2226 | 0 |
Buy And Hold Return (%) | 572.5672 | 572.5672 | 572.5672 | 572.5672 | 572.5672 | 572.5672 |
Max Trade Drawdown | -109775 | -76164 | -73364 | -15755180 | -9393991 | -7847860 |
Profit Factor | 2.638 | 4.1709 | 1.1476 | 1.0773 | 1.2071 | 0.9423 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Profitability (%) | 42.8016 | 39.8438 | 45.7364 | 42.8016 | 39.8438 | 45.7364 |
Ratio Avg Win / Avg Loss | 3.5253 | 6.2972 | 1.3615 | 1.4397 | 1.8225 | 1.118 |
Largest Winning Trade | 807572 | 807572 | 74119 | 10013389 | 10013389 | 3887698 |
Largest Losing Trade | -39480 | -23210 | -39480 | -2382077 | -2382077 | -2077866 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 60 | 49 | 69 | 60 | 49 | 69 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 10649 | 4883 | 5766 | 10649 | 4883 | 5766 |
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 | 456536 | 398776 | -371446 | -128866 | 168996 | -580981 |
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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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