Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860273.0412 | 777719.4138 | 82553.6274 | 21884291.9264 | 18785286.4477 | 3099005.4787 |
Total P&L (%) | 860.273 | 777.7194 | 82.5536 | 21884.2919 | 18785.2864 | 3099.0055 |
Avg Daily Profit (%) | 0.3438 | 0.3108 | 0.033 | 0.2157 | 0.2096 | 0.1386 |
Buy And Hold Return (%) | 4410.9292 | 4410.9292 | 4410.9292 | 4410.9292 | 4410.9292 | 4410.9292 |
Max Trade Drawdown | -95617 | -102927 | -20892 | -12757964 | -13108069 | -2784354 |
Profit Factor | 2.2618 | 2.4314 | 1.5963 | 1.3475 | 1.3732 | 1.2453 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 50.1992 | 48.8 | 51.5873 | 50.1992 | 48.8 | 51.5873 |
Ratio Avg Win / Avg Loss | 2.2438 | 2.5509 | 1.498 | 1.3368 | 1.4407 | 1.1687 |
Largest Winning Trade | 170293 | 170293 | 16644 | 7928661 | 7928661 | 1196846 |
Largest Losing Trade | -31898 | -31898 | -12580 | -3033029 | -3033029 | -1418695 |
Avg Bars in Trades | 59 | 113 | 5 | 59 | 113 | 5 |
Avg Bars in Winners | 77 | 154 | 5 | 77 | 154 | 5 |
Avg Bars in Losers | 40 | 74 | 5 | 40 | 74 | 5 |
Bars Traded | 14906 | 14222 | 684 | 14906 | 14222 | 684 |
Profit Streak | 0 | 100.8931 | 0 | 0 | 100.8931 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150866 | -151891 | -312441 | 306646 | 249421 | -173388 |
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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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