Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3135447.7043 | 3140049.7642 | -4602.0599 | 100602.5361 | 165495.2701 | -64892.734 |
Total P&L (%) | 3135.4477 | 3140.0498 | -4.6021 | 100.6025 | 165.4953 | -64.8927 |
Avg Daily Profit (%) | 1.6825 | 1.685 | -0.0025 | 0.0374 | 0.0524 | -0.0562 |
Buy And Hold Return (%) | 75.9184 | 75.9184 | 75.9184 | 75.9184 | 75.9184 | 75.9184 |
Max Trade Drawdown | -218194 | -198447 | -82286 | -2957611 | -2482599 | -821861 |
Profit Factor | 3.2507 | 4.621 | 0.9913 | 1.0093 | 1.023 | 0.9824 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 155 | 66 | 89 | 155 | 66 | 89 |
Losing Trades | 216 | 119 | 97 | 216 | 119 | 97 |
Profitability (%) | 41.779 | 35.6757 | 47.8495 | 41.779 | 35.6757 | 47.8495 |
Ratio Avg Win / Avg Loss | 4.53 | 8.3318 | 1.0804 | 1.4064 | 1.8446 | 1.0707 |
Largest Winning Trade | 2968417 | 2968417 | 32431 | 2652282 | 2652282 | 330598 |
Largest Losing Trade | -34598 | -34598 | -29693 | -665274 | -665274 | -336396 |
Avg Bars in Trades | 59 | 98 | 20 | 59 | 98 | 20 |
Avg Bars in Winners | 92 | 189 | 20 | 92 | 189 | 20 |
Avg Bars in Losers | 35 | 48 | 19 | 35 | 48 | 19 |
Bars Traded | 22034 | 18297 | 3736 | 22034 | 18297 | 3736 |
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 | 679979 | 586576 | -579251 | -419218 | -327838 | -579251 |
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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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