Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483032.3194 | 384763.7823 | 98268.5371 | 389530.6723 | -8241661.2463 | 8631191.9186 |
Total P&L (%) | 483.0323 | 384.7638 | 98.2685 | 389.5307 | -8241.6612 | 8631.1919 |
Avg Daily Profit (%) | 0.2319 | 0.1847 | 0.0472 | 0.0763 | 0 | 0.2148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265545 | -229275 | -61631 | -32191993 | -35932868 | -3264177 |
Profit Factor | 1.279 | 1.2863 | 1.2538 | 1.0033 | 0.9176 | 1.4622 |
Total Trades | 787 | 393 | 394 | 787 | 393 | 394 |
Winning Trades | 524 | 289 | 235 | 524 | 289 | 235 |
Losing Trades | 263 | 104 | 159 | 263 | 104 | 159 |
Profitability (%) | 66.582 | 73.5369 | 59.6447 | 66.582 | 73.5369 | 59.6447 |
Ratio Avg Win / Avg Loss | 0.642 | 0.4629 | 0.8483 | 0.5036 | 0.3302 | 0.9893 |
Largest Winning Trade | 48259 | 48259 | 10994 | 2551669 | 2551669 | 1914448 |
Largest Losing Trade | -46546 | -46546 | -23586 | -13171023 | -13171023 | -2196252 |
Avg Bars in Trades | 31 | 59 | 3 | 31 | 59 | 3 |
Avg Bars in Winners | 14 | 23 | 2 | 14 | 23 | 2 |
Avg Bars in Losers | 66 | 160 | 4 | 66 | 160 | 4 |
Bars Traded | 24857 | 23545 | 1312 | 24857 | 23545 | 1312 |
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 | 462934 | 373452 | -128747 | -303026 | -576228 | 381759 |
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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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