Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2400603.4588 | 2408129.0881 | -7525.6293 | 443239.0355 | 1030504.1477 | -587265.1123 |
Total P&L (%) | 2400.6035 | 2408.1291 | -7.5256 | 443.239 | 1030.5041 | -587.2651 |
Avg Daily Profit (%) | 1.1528 | 1.1564 | -0.0036 | 0.0813 | 0.1165 | 0 |
Buy And Hold Return (%) | 447.4492 | 447.4492 | 447.4492 | 447.4492 | 447.4492 | 447.4492 |
Max Trade Drawdown | -136576 | -119929 | -87740 | -3802592 | -3216489 | -1105466 |
Profit Factor | 3.0678 | 4.0206 | 0.9793 | 1.0355 | 1.1163 | 0.8378 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 153 | 81 | 72 | 153 | 81 | 72 |
Profitability (%) | 40.4669 | 36.7188 | 44.186 | 40.4669 | 36.7188 | 44.186 |
Ratio Avg Win / Avg Loss | 4.5133 | 6.9291 | 1.237 | 1.5234 | 1.9239 | 1.0582 |
Largest Winning Trade | 2265978 | 2265978 | 40310 | 4027728 | 4027728 | 227224 |
Largest Losing Trade | -38631 | -38631 | -17216 | -1025501 | -1025501 | -609095 |
Avg Bars in Trades | 94 | 161 | 29 | 94 | 161 | 29 |
Avg Bars in Winners | 144 | 280 | 32 | 144 | 280 | 32 |
Avg Bars in Losers | 61 | 92 | 26 | 61 | 92 | 26 |
Bars Traded | 24407 | 20648 | 3759 | 24407 | 20648 | 3759 |
Profit Streak | 0 | 54.2568 | 0 | 0 | 54.2568 | 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 | 571695 | 527625 | -581306 | -432893 | -138175 | -581306 |
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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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