Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1553335.1501 | 1539120.7582 | 14214.392 | 1062064.261 | 1171214.6048 | -109150.3438 |
Total P&L (%) | 1553.3352 | 1539.1208 | 14.2144 | 1062.0643 | 1171.2146 | -109.1503 |
Avg Daily Profit (%) | 0.8543 | 0.8464 | 0.0078 | 0.135 | 0.1399 | 0 |
Buy And Hold Return (%) | 615.6398 | 615.6398 | 615.6398 | 615.6398 | 615.6398 | 615.6398 |
Max Trade Drawdown | -138145 | -93837 | -142008 | -4265085 | -2784450 | -1844788 |
Profit Factor | 2.3285 | 3.7357 | 1.0234 | 1.0617 | 1.1303 | 0.9867 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 39.2453 | 36.3636 | 42.1053 | 39.2453 | 36.3636 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.6046 | 6.5376 | 1.4072 | 1.6435 | 1.978 | 1.3568 |
Largest Winning Trade | 1100904 | 1100904 | 63510 | 1787282 | 1787282 | 940950 |
Largest Losing Trade | -34961 | -31066 | -34961 | -1034963 | -1034963 | -703292 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 28 | 35 | 23 | 28 | 35 | 23 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5348 | 2934 | 2414 | 5348 | 2934 | 2414 |
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 | 417378 | 406413 | -545909 | -175247 | -94709 | -582105 |
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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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