Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489522.4964 | 1460216.3007 | 29306.1957 | 1473999.0428 | 3303679.6302 | -1829680.5873 |
Total P&L (%) | 1489.5225 | 1460.2163 | 29.3062 | 1473.999 | 3303.6796 | -1829.6806 |
Avg Daily Profit (%) | 0.8177 | 0.8016 | 0.0161 | 0.1514 | 0.1938 | 0 |
Buy And Hold Return (%) | 769.186 | 769.186 | 769.186 | 769.186 | 769.186 | 769.186 |
Max Trade Drawdown | -152561 | -81590 | -105092 | -5380291 | -3096797 | -2332260 |
Profit Factor | 2.7564 | 4.3189 | 1.0718 | 1.1146 | 1.4483 | 0.6666 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 45.4545 | 41.9355 | 48.9362 | 45.4545 | 41.9355 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.3076 | 5.98 | 1.1184 | 1.3376 | 2.0054 | 0.6956 |
Largest Winning Trade | 736471 | 736471 | 65775 | 4778565 | 4778565 | 330046 |
Largest Losing Trade | -58008 | -38683 | -58008 | -1146019 | -1146019 | -903528 |
Avg Bars in Trades | 27 | 36 | 19 | 27 | 36 | 19 |
Avg Bars in Winners | 33 | 47 | 21 | 33 | 47 | 21 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 5235 | 3364 | 1870 | 5235 | 3364 | 1870 |
Profit Streak | 0 | 27.496 | 0 | 0 | 27.496 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382255 | 359830 | -479106 | -94750 | 188110 | -581217 |
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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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