Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894372.6128 | 809187.7367 | 85184.8761 | 4360070.1867 | 7561868.4406 | -3201798.2539 |
Total P&L (%) | 894.3726 | 809.1877 | 85.1849 | 4360.0702 | 7561.8684 | -3201.7983 |
Avg Daily Profit (%) | 0.3577 | 0.3237 | 0.0341 | 0.152 | 0.1737 | 0 |
Buy And Hold Return (%) | 750.8225 | 750.8225 | 750.8225 | 750.8225 | 750.8225 | 750.8225 |
Max Trade Drawdown | -137612 | -68990 | -119166 | -4891823 | -2345355 | -5231892 |
Profit Factor | 1.774 | 2.4898 | 1.1391 | 1.1548 | 1.5975 | 0.7935 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 233 | 115 | 118 | 233 | 115 | 118 |
Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Profitability (%) | 55.6086 | 55.0239 | 56.1905 | 55.6086 | 55.0239 | 56.1905 |
Ratio Avg Win / Avg Loss | 1.4162 | 2.0351 | 0.8881 | 0.9219 | 1.3058 | 0.6186 |
Largest Winning Trade | 329778 | 329778 | 45157 | 3926708 | 3926708 | 930393 |
Largest Losing Trade | -53130 | -26208 | -53130 | -3001529 | -1171267 | -3001529 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 9812 | 4950 | 4862 | 9812 | 4950 | 4862 |
Profit Streak | 3.5437 | 0 | 7.5437 | 3.5437 | 0 | 7.5437 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92103 | -126285 | -380014 | -42490 | 402569 | -578475 |
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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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