Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205728.3407 | 1017034.3904 | 188693.9503 | 32503653.3761 | 19189853.5716 | 13313799.8046 |
Total P&L (%) | 1205.7283 | 1017.0344 | 188.694 | 32503.6534 | 19189.8536 | 13313.7998 |
Avg Daily Profit (%) | 0.6649 | 0.5609 | 0.1041 | 0.3196 | 0.2906 | 0.2705 |
Buy And Hold Return (%) | 517.2779 | 517.2779 | 517.2779 | 517.2779 | 517.2779 | 517.2779 |
Max Trade Drawdown | -109064 | -56495 | -97617 | -11242463 | -16253892 | -6233581 |
Profit Factor | 2.1724 | 2.926 | 1.3771 | 1.4243 | 1.437 | 1.4073 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 197 | 105 | 92 | 197 | 105 | 92 |
Profitability (%) | 37.6582 | 33.5443 | 41.7722 | 37.6582 | 33.5443 | 41.7722 |
Ratio Avg Win / Avg Loss | 3.5963 | 5.7968 | 1.9196 | 2.3579 | 2.847 | 1.9617 |
Largest Winning Trade | 287679 | 287679 | 41632 | 15594757 | 15594757 | 6312638 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4632982 | -4632982 | -2463366 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5370 | 2795 | 2574 | 5370 | 2795 | 2574 |
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 | 309319 | 134830 | -220822 | 293250 | 179830 | 282289 |
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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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