Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535211.7543 | 1528532.8081 | 6678.9462 | 816798.4308 | 441660.5515 | 375137.8792 |
Total P&L (%) | 1535.2118 | 1528.5328 | 6.6789 | 816.7984 | 441.6606 | 375.1379 |
Avg Daily Profit (%) | 0.816 | 0.8124 | 0.0036 | 0.1178 | 0.0898 | 0.0829 |
Buy And Hold Return (%) | 269.1855 | 269.1855 | 269.1855 | 269.1855 | 269.1855 | 269.1855 |
Max Trade Drawdown | -100663 | -120465 | -118539 | -1251443 | -1442628 | -733336 |
Profit Factor | 2.3075 | 3.4711 | 1.012 | 1.0895 | 1.0891 | 1.0899 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 193 | 101 | 92 | 193 | 101 | 92 |
Profitability (%) | 41.6918 | 38.7879 | 44.5783 | 41.6918 | 38.7879 | 44.5783 |
Ratio Avg Win / Avg Loss | 3.2271 | 5.4779 | 1.2582 | 1.5237 | 1.7188 | 1.3551 |
Largest Winning Trade | 1177638 | 1177638 | 50736 | 635667 | 635667 | 461974 |
Largest Losing Trade | -32486 | -29334 | -32486 | -436134 | -369380 | -436134 |
Avg Bars in Trades | 67 | 70 | 63 | 67 | 70 | 63 |
Avg Bars in Winners | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 22261 | 11684 | 10578 | 22261 | 11684 | 10578 |
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 | 547515 | 535806 | -562949 | -160819 | -207735 | -249024 |
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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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