Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116984.6274 | 1023847.0404 | 93137.587 | 2018638.7729 | 1368865.6585 | 649773.1143 |
Total P&L (%) | 1116.9846 | 1023.847 | 93.1376 | 2018.6388 | 1368.8657 | 649.7731 |
Avg Daily Profit (%) | 0.5362 | 0.4914 | 0.0447 | 0.1467 | 0.1291 | 0.0967 |
Buy And Hold Return (%) | 52.5974 | 52.5974 | 52.5974 | 52.5974 | 52.5974 | 52.5974 |
Max Trade Drawdown | -191292 | -92915 | -200812 | -3467570 | -2210548 | -1366953 |
Profit Factor | 1.9124 | 2.7302 | 1.1473 | 1.1251 | 1.1764 | 1.0776 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 238 | 126 | 112 | 238 | 126 | 112 |
Profitability (%) | 31.6092 | 27.5862 | 35.6322 | 31.6092 | 27.5862 | 35.6322 |
Ratio Avg Win / Avg Loss | 4.1377 | 7.1667 | 2.0725 | 2.4343 | 3.0881 | 1.9466 |
Largest Winning Trade | 437036 | 437036 | 66523 | 1990604 | 1990604 | 1831480 |
Largest Losing Trade | -35327 | -35176 | -35327 | -1019279 | -500730 | -1019279 |
Avg Bars in Trades | 71 | 66 | 75 | 71 | 66 | 75 |
Avg Bars in Winners | 148 | 145 | 149 | 148 | 145 | 149 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 24808 | 11627 | 13181 | 24808 | 11627 | 13181 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331542 | -2322 | -204280 | -83951 | -63712 | -202699 |
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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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