Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861251.283 | 792005.571 | 69245.712 | 3653538.706 | 4661476.7513 | -1007938.0453 |
Total P&L (%) | 861.2513 | 792.0056 | 69.2457 | 3653.5387 | 4661.4768 | -1007.938 |
Avg Daily Profit (%) | 0.3444 | 0.3167 | 0.0277 | 0.1451 | 0.1546 | 0 |
Buy And Hold Return (%) | 691.6863 | 691.6863 | 691.6863 | 691.6863 | 691.6863 | 691.6863 |
Max Trade Drawdown | -83773 | -75604 | -81345 | -3828450 | -2391524 | -2564030 |
Profit Factor | 2.0241 | 2.656 | 1.1909 | 1.2978 | 1.6343 | 0.7951 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 44.9198 | 44.086 | 45.7447 | 44.9198 | 44.086 | 45.7447 |
Ratio Avg Win / Avg Loss | 2.482 | 3.3686 | 1.4125 | 1.5914 | 2.0728 | 0.943 |
Largest Winning Trade | 369979 | 369979 | 58832 | 4331332 | 4331332 | 493229 |
Largest Losing Trade | -32798 | -32757 | -32798 | -962150 | -962150 | -709616 |
Avg Bars in Trades | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Winners | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7429 | 3918 | 3511 | 7429 | 3918 | 3511 |
Profit Streak | 0 | 29.7639 | 0 | 0 | 29.7639 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77387 | -108619 | -334140 | 3158 | 306176 | -582736 |
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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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