Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024380.3006 | 928493.3744 | 95886.9262 | 3860010.3844 | 2577932.5483 | 1282077.8361 |
Total P&L (%) | 1024.3803 | 928.4934 | 95.8869 | 3860.0104 | 2577.9325 | 1282.0778 |
Avg Daily Profit (%) | 0.565 | 0.5121 | 0.0529 | 0.2031 | 0.1815 | 0.145 |
Buy And Hold Return (%) | 512.8908 | 512.8908 | 512.8908 | 512.8908 | 512.8908 | 512.8908 |
Max Trade Drawdown | -181575 | -127733 | -83716 | -3416619 | -3730088 | -1113216 |
Profit Factor | 1.6631 | 1.9653 | 1.1645 | 1.1436 | 1.1445 | 1.1418 |
Total Trades | 569 | 284 | 285 | 569 | 284 | 285 |
Winning Trades | 262 | 124 | 138 | 262 | 124 | 138 |
Losing Trades | 307 | 160 | 147 | 307 | 160 | 147 |
Profitability (%) | 46.0457 | 43.662 | 48.4211 | 46.0457 | 43.662 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.9488 | 2.5359 | 1.2404 | 1.34 | 1.4768 | 1.2162 |
Largest Winning Trade | 316373 | 316373 | 31624 | 2013709 | 2013709 | 608917 |
Largest Losing Trade | -41583 | -36990 | -41583 | -1075777 | -1075777 | -510669 |
Avg Bars in Trades | 9 | 15 | 3 | 9 | 15 | 3 |
Avg Bars in Winners | 12 | 22 | 3 | 12 | 22 | 3 |
Avg Bars in Losers | 6 | 10 | 3 | 6 | 10 | 3 |
Bars Traded | 5405 | 4383 | 1022 | 5405 | 4383 | 1022 |
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 | 328086 | 181018 | -327060 | -52786 | -56228 | -66666 |
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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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