Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448467.1282 | 1346835.4908 | 101631.6374 | 8540213.0604 | 7844293.2732 | 695919.7873 |
Total P&L (%) | 1448.4671 | 1346.8355 | 101.6316 | 8540.2131 | 7844.2933 | 695.9198 |
Avg Daily Profit (%) | 0.7994 | 0.7433 | 0.0561 | 0.2464 | 0.2417 | 0.1145 |
Buy And Hold Return (%) | 488.4491 | 488.4491 | 488.4491 | 488.4491 | 488.4491 | 488.4491 |
Max Trade Drawdown | -130030 | -76470 | -86692 | -12014171 | -9588528 | -6338078 |
Profit Factor | 2.6613 | 4.0144 | 1.2391 | 1.1633 | 1.2802 | 1.0286 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 194 | 101 | 93 | 194 | 101 | 93 |
Profitability (%) | 34.6801 | 31.7568 | 37.5839 | 34.6801 | 31.7568 | 37.5839 |
Ratio Avg Win / Avg Loss | 5.0125 | 8.6267 | 2.0577 | 2.1911 | 2.7511 | 1.7083 |
Largest Winning Trade | 791307 | 791307 | 75653 | 11002618 | 11002618 | 4434587 |
Largest Losing Trade | -32128 | -27734 | -32128 | -3337713 | -3337713 | -1468390 |
Avg Bars in Trades | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Winners | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 5351 | 2333 | 3018 | 5351 | 2333 | 3018 |
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 | 394865 | 340111 | -287687 | -35447 | 89623 | -265917 |
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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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