Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2584318.5009 | 2513153.297 | 71165.2039 | 1992068.4309 | 1594698.7731 | 397369.6579 |
Total P&L (%) | 2584.3185 | 2513.1533 | 71.1652 | 1992.0684 | 1594.6988 | 397.3697 |
Avg Daily Profit (%) | 1.2406 | 1.2064 | 0.0342 | 0.1461 | 0.1359 | 0.077 |
Buy And Hold Return (%) | 426.0306 | 426.0306 | 426.0306 | 426.0306 | 426.0306 | 426.0306 |
Max Trade Drawdown | -132782 | -79268 | -110712 | -3982851 | -3693025 | -2201614 |
Profit Factor | 3.4346 | 6.2114 | 1.1229 | 1.0798 | 1.1326 | 1.0307 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Profitability (%) | 29.1188 | 26.9231 | 31.2977 | 29.1188 | 26.9231 | 31.2977 |
Ratio Avg Win / Avg Loss | 8.3605 | 16.8595 | 2.4648 | 2.6284 | 3.0741 | 2.2625 |
Largest Winning Trade | 2379231 | 2379231 | 54658 | 3808507 | 3808507 | 1217953 |
Largest Losing Trade | -29969 | -20571 | -29969 | -1171130 | -768521 | -1171130 |
Avg Bars in Trades | 94 | 89 | 98 | 94 | 89 | 98 |
Avg Bars in Winners | 212 | 199 | 223 | 212 | 199 | 223 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 24566 | 11603 | 12963 | 24566 | 11603 | 12963 |
Profit Streak | 12.544 | 0 | 16.3774 | 12.544 | 0 | 16.3774 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353277 | -235 | -404216 | -140605 | -108714 | -448425 |
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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) |
---|