Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468579.4196 | 1424963.525 | 43615.8946 | 283803.0466 | 271046.6721 | 12756.3745 |
Total P&L (%) | 1468.5794 | 1424.9635 | 43.6159 | 283.803 | 271.0467 | 12.7564 |
Avg Daily Profit (%) | 0.7917 | 0.7682 | 0.0235 | 0.0725 | 0.0707 | 0.0065 |
Buy And Hold Return (%) | 24.5122 | 24.5122 | 24.5122 | 24.5122 | 24.5122 | 24.5122 |
Max Trade Drawdown | -122468 | -115789 | -85041 | -892314 | -919146 | -578946 |
Profit Factor | 3.2846 | 5.0935 | 1.148 | 1.0726 | 1.131 | 1.0069 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 45.2174 | 39.6552 | 50.8772 | 45.2174 | 39.6552 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.9794 | 7.751 | 1.1084 | 1.2995 | 1.7211 | 0.9722 |
Largest Winning Trade | 1375387 | 1375387 | 63032 | 959330 | 959330 | 328474 |
Largest Losing Trade | -43316 | -28231 | -43316 | -282530 | -282530 | -270676 |
Avg Bars in Trades | 187 | 182 | 192 | 187 | 182 | 192 |
Avg Bars in Winners | 252 | 258 | 247 | 252 | 258 | 247 |
Avg Bars in Losers | 134 | 132 | 135 | 134 | 132 | 135 |
Bars Traded | 21557 | 10578 | 10979 | 21557 | 10578 | 10979 |
Profit Streak | 0 | 0 | 50.3489 | 0 | 0 | 50.3489 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641506 | -163598 | -406503 | -238291 | -358169 | -743470 |
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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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