Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411910.5509 | 1330446.4148 | 81464.1361 | 1064767.0284 | 538386.6902 | 526380.3382 |
Total P&L (%) | 1411.9106 | 1330.4464 | 81.4641 | 1064.767 | 538.3867 | 526.3803 |
Avg Daily Profit (%) | 0.7642 | 0.7201 | 0.0441 | 0.133 | 0.1004 | 0.0994 |
Buy And Hold Return (%) | 72.2575 | 72.2575 | 72.2575 | 72.2575 | 72.2575 | 72.2575 |
Max Trade Drawdown | -81737 | -68747 | -94475 | -896138 | -1061505 | -988167 |
Profit Factor | 2.7872 | 4.5067 | 1.1984 | 1.1322 | 1.134 | 1.1305 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 45.5696 | 42.0168 | 49.1525 | 45.5696 | 42.0168 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.3292 | 6.2192 | 1.2397 | 1.3524 | 1.565 | 1.1695 |
Largest Winning Trade | 1250470 | 1250470 | 66889 | 810320 | 810320 | 466657 |
Largest Losing Trade | -26492 | -21136 | -26492 | -370305 | -310602 | -370305 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 68 | 57 | 77 | 68 | 57 | 77 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 10766 | 4694 | 6072 | 10766 | 4694 | 6072 |
Profit Streak | 0 | 0 | 7.4082 | 0 | 0 | 7.4082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 637067 | 596641 | -262327 | -90646 | -133882 | -136819 |
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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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