Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510357.6342 | 1435554.8061 | 74802.8281 | 3177860.8436 | 4373588.0431 | -1195727.1995 |
Total P&L (%) | 1510.3576 | 1435.5548 | 74.8028 | 3177.8608 | 4373.588 | -1195.7272 |
Avg Daily Profit (%) | 0.8265 | 0.7855 | 0.0409 | 0.1911 | 0.2082 | 0 |
Buy And Hold Return (%) | 814.3829 | 814.3829 | 814.3829 | 814.3829 | 814.3829 | 814.3829 |
Max Trade Drawdown | -134532 | -109706 | -76211 | -11081405 | -6828798 | -4847962 |
Profit Factor | 2.0723 | 3.0002 | 1.1083 | 1.0655 | 1.1738 | 0.9489 |
Total Trades | 646 | 323 | 323 | 646 | 323 | 323 |
Winning Trades | 250 | 111 | 139 | 250 | 111 | 139 |
Losing Trades | 396 | 212 | 184 | 396 | 212 | 184 |
Profitability (%) | 38.6997 | 34.3653 | 43.0341 | 38.6997 | 34.3653 | 43.0341 |
Ratio Avg Win / Avg Loss | 3.2825 | 5.7302 | 1.4671 | 1.6877 | 2.2418 | 1.2561 |
Largest Winning Trade | 907130 | 907130 | 50554 | 7119782 | 7119782 | 1006823 |
Largest Losing Trade | -20835 | -20835 | -18495 | -2085371 | -1205793 | -2085371 |
Avg Bars in Trades | 11 | 14 | 8 | 11 | 14 | 8 |
Avg Bars in Winners | 18 | 27 | 10 | 18 | 27 | 10 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7161 | 4532 | 2629 | 7161 | 4532 | 2629 |
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 | 307024 | 202799 | -406733 | -142508 | -25911 | -580409 |
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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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