Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801936.5481 | 631724.1838 | 170212.3643 | -1460323.1702 | 11759618.0352 | -13219941.2054 |
Total P&L (%) | 801.9365 | 631.7242 | 170.2124 | -1460.3232 | 11759.618 | -13219.9412 |
Avg Daily Profit (%) | 0.3357 | 0.2644 | 0.0712 | 0 | 0.2001 | 0 |
Buy And Hold Return (%) | 98.5206 | 98.5206 | 98.5206 | 98.5206 | 98.5206 | 98.5206 |
Max Trade Drawdown | -118011 | -99725 | -140293 | -28354699 | -17672095 | -29234558 |
Profit Factor | 1.5355 | 1.9195 | 1.21 | 0.9884 | 1.2168 | 0.8155 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 200 | 98 | 102 | 200 | 98 | 102 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 57.4713 | 56.3218 | 58.6207 | 57.4713 | 56.3218 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1363 | 1.4886 | 0.8541 | 0.7314 | 0.9437 | 0.5757 |
Largest Winning Trade | 98320 | 98320 | 39032 | 4432254 | 4432254 | 3651439 |
Largest Losing Trade | -107224 | -41302 | -107224 | -20189039 | -7546062 | -20189039 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 7093 | 3541 | 3552 | 7093 | 3541 | 3552 |
Profit Streak | 0 | 49.7375 | 0 | 0 | 49.7375 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496308 | 489600 | -106894 | -577712 | 317430 | -579026 |
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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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