Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841680.5863 | 751997.2158 | 89683.3704 | 7266508.5905 | 18549448.0059 | -11282939.4154 |
Total P&L (%) | 841.6806 | 751.9972 | 89.6834 | 7266.5086 | 18549.448 | -11282.9394 |
Avg Daily Profit (%) | 0.3366 | 0.3008 | 0.0359 | 0.1721 | 0.2093 | 0 |
Buy And Hold Return (%) | 919.9894 | 919.9894 | 919.9894 | 919.9894 | 919.9894 | 919.9894 |
Max Trade Drawdown | -127464 | -78738 | -116057 | -19746876 | -6586407 | -18257477 |
Profit Factor | 1.9429 | 2.5306 | 1.2234 | 1.105 | 1.5256 | 0.6674 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 45.1264 | 45.6522 | 44.6043 | 45.1264 | 45.6522 | 44.6043 |
Ratio Avg Win / Avg Loss | 2.3625 | 3.0127 | 1.5194 | 1.3437 | 1.8161 | 0.8288 |
Largest Winning Trade | 187355 | 187355 | 63656 | 12386857 | 12386857 | 2095757 |
Largest Losing Trade | -39886 | -39886 | -29244 | -5358242 | -2873791 | -5358242 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 7279 | 3947 | 3332 | 7279 | 3947 | 3332 |
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 | -153050 | -153656 | -312038 | -97413 | 327216 | -582784 |
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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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