Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1415772.5826 | 1443302.9116 | -27530.3291 | 305554.1225 | 323409.9976 | -17855.8751 |
Total P&L (%) | 1415.7726 | 1443.3029 | -27.5303 | 305.5541 | 323.41 | -17.8559 |
Avg Daily Profit (%) | 0.7561 | 0.7708 | -0.0147 | 0.0748 | 0.0771 | -0.0105 |
Buy And Hold Return (%) | 390.9916 | 390.9916 | 390.9916 | 390.9916 | 390.9916 | 390.9916 |
Max Trade Drawdown | -158521 | -87433 | -124521 | -2991184 | -1948582 | -1923139 |
Profit Factor | 2.4599 | 4.1072 | 0.9455 | 1.0259 | 1.0586 | 0.9972 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 38.3178 | 35.514 | 41.1215 | 38.3178 | 35.514 | 41.1215 |
Ratio Avg Win / Avg Loss | 3.9599 | 7.4578 | 1.3538 | 1.6515 | 1.9222 | 1.4277 |
Largest Winning Trade | 1031360 | 1031360 | 63293 | 1763177 | 1763177 | 847169 |
Largest Losing Trade | -40946 | -28257 | -40946 | -702395 | -643033 | -702395 |
Avg Bars in Trades | 103 | 66 | 140 | 103 | 66 | 140 |
Avg Bars in Winners | 198 | 133 | 253 | 198 | 133 | 253 |
Avg Bars in Losers | 45 | 30 | 61 | 45 | 30 | 61 |
Bars Traded | 22207 | 7157 | 15049 | 22207 | 7157 | 15049 |
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 | 413868 | 419660 | -582833 | -453184 | -416660 | -582833 |
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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) |
---|