Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877847.322 | 746878.9507 | 130968.3713 | 2478735.6372 | -1369158.2735 | 3847893.9107 |
Total P&L (%) | 877.8473 | 746.879 | 130.9684 | 2478.7356 | -1369.1583 | 3847.8939 |
Avg Daily Profit (%) | 0.4215 | 0.3586 | 0.0629 | 0.1562 | 0 | 0.1766 |
Buy And Hold Return (%) | 74.4914 | 74.4914 | 74.4914 | 74.4914 | 74.4914 | 74.4914 |
Max Trade Drawdown | -148485 | -106143 | -95182 | -10264935 | -8367555 | -3799065 |
Profit Factor | 1.8589 | 2.3456 | 1.2805 | 1.0488 | 0.9533 | 1.1785 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 200 | 109 | 91 | 200 | 109 | 91 |
Profitability (%) | 40.4762 | 35.119 | 45.8333 | 40.4762 | 35.119 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.7337 | 4.3334 | 1.5133 | 1.5423 | 1.7611 | 1.3928 |
Largest Winning Trade | 363404 | 363404 | 51236 | 5265493 | 5265493 | 3224468 |
Largest Losing Trade | -22856 | -21503 | -22856 | -1869267 | -1539903 | -1869267 |
Avg Bars in Trades | 72 | 64 | 81 | 72 | 64 | 81 |
Avg Bars in Winners | 116 | 110 | 120 | 116 | 110 | 120 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 24513 | 10802 | 13711 | 24513 | 10802 | 13711 |
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 | 414424 | 302320 | -117687 | -160074 | -583462 | -17637 |
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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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