Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103232.4148 | 963886.5087 | 139345.906 | 14964328.7693 | 17394330.4595 | -2430001.6903 |
Total P&L (%) | 1103.2324 | 963.8865 | 139.3459 | 14964.3288 | 17394.3305 | -2430.0017 |
Avg Daily Profit (%) | 0.6045 | 0.5282 | 0.0764 | 0.2752 | 0.2834 | 0 |
Buy And Hold Return (%) | 695.9036 | 695.9036 | 695.9036 | 695.9036 | 695.9036 | 695.9036 |
Max Trade Drawdown | -81605 | -71857 | -76343 | -19721578 | -15103633 | -10898471 |
Profit Factor | 2.0811 | 2.9845 | 1.2606 | 1.1729 | 1.4101 | 0.9449 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 151 | 72 | 79 | 151 | 72 | 79 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 42.2969 | 40.4494 | 44.1341 | 42.2969 | 40.4494 | 44.1341 |
Ratio Avg Win / Avg Loss | 2.8391 | 4.3939 | 1.5957 | 1.6002 | 2.076 | 1.1961 |
Largest Winning Trade | 283867 | 283867 | 61425 | 8534191 | 8534191 | 4990723 |
Largest Losing Trade | -35089 | -23938 | -35089 | -5659941 | -4012334 | -5659941 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7199 | 3456 | 3743 | 7199 | 3456 | 3743 |
Profit Streak | 0 | 26.2238 | 0 | 0 | 26.2238 | 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 | 178094 | -31472 | -257446 | -21364 | 308767 | -580732 |
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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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