Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320843.3381 | 1259204.4057 | 61638.9325 | 2293005.9167 | 904542.5527 | 1388463.3641 |
Total P&L (%) | 1320.8433 | 1259.2044 | 61.6389 | 2293.0059 | 904.5426 | 1388.4634 |
Avg Daily Profit (%) | 0.7054 | 0.6725 | 0.0329 | 0.1697 | 0.1233 | 0.1443 |
Buy And Hold Return (%) | 242.9764 | 242.9764 | 242.9764 | 242.9764 | 242.9764 | 242.9764 |
Max Trade Drawdown | -94312 | -76191 | -130124 | -4120753 | -3515354 | -1970896 |
Profit Factor | 2.2643 | 3.557 | 1.1116 | 1.1127 | 1.0907 | 1.1339 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 176 | 95 | 81 | 176 | 95 | 81 |
Profitability (%) | 38.0282 | 33.0986 | 42.9577 | 38.0282 | 33.0986 | 42.9577 |
Ratio Avg Win / Avg Loss | 3.6899 | 7.1897 | 1.4761 | 1.8133 | 2.2047 | 1.5056 |
Largest Winning Trade | 649442 | 649442 | 56168 | 4020429 | 4020429 | 1593548 |
Largest Losing Trade | -41050 | -19186 | -41050 | -885709 | -762185 | -885709 |
Avg Bars in Trades | 77 | 65 | 89 | 77 | 65 | 89 |
Avg Bars in Winners | 131 | 100 | 155 | 131 | 100 | 155 |
Avg Bars in Losers | 45 | 48 | 40 | 45 | 48 | 40 |
Bars Traded | 22131 | 9363 | 12768 | 22131 | 9363 | 12768 |
Profit Streak | 0 | 0 | 23.2868 | 0 | 0 | 23.2868 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448378 | 390618 | -414822 | -90807 | -156822 | -75362 |
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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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