Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832462.3455 | 673006.3152 | 159456.0304 | 4323590.3481 | -1305974.5256 | 5629564.8737 |
Total P&L (%) | 832.4623 | 673.0063 | 159.456 | 4323.5903 | -1305.9745 | 5629.5649 |
Avg Daily Profit (%) | 0.3997 | 0.3232 | 0.0766 | 0.1821 | 0 | 0.1946 |
Buy And Hold Return (%) | 92 | 92 | 92 | 92 | 92 | 92 |
Max Trade Drawdown | -85751 | -77678 | -86860 | -6030819 | -6703309 | -2613419 |
Profit Factor | 2.1512 | 2.8701 | 1.4389 | 1.1237 | 0.932 | 1.3573 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 42.4779 | 39.823 | 45.1327 | 42.4779 | 39.823 | 45.1327 |
Ratio Avg Win / Avg Loss | 2.913 | 4.337 | 1.7493 | 1.5216 | 1.4084 | 1.6501 |
Largest Winning Trade | 307925 | 307925 | 48938 | 4003555 | 4003555 | 3271066 |
Largest Losing Trade | -24766 | -17962 | -24766 | -1649733 | -1649733 | -1319785 |
Avg Bars in Trades | 108 | 96 | 119 | 108 | 96 | 119 |
Avg Bars in Winners | 170 | 146 | 192 | 170 | 146 | 192 |
Avg Bars in Losers | 62 | 63 | 60 | 62 | 63 | 60 |
Bars Traded | 24452 | 10894 | 13558 | 24452 | 10894 | 13558 |
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 | 435397 | 372903 | -99482 | -77235 | -583322 | 266046 |
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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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