Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803743.7081 | 601710.5501 | 202033.1581 | 13920904.3299 | 17454387.6574 | -3533483.3275 |
Total P&L (%) | 803.7437 | 601.7106 | 202.0332 | 13920.9043 | 17454.3877 | -3533.4833 |
Avg Daily Profit (%) | 0.3858 | 0.2888 | 0.097 | 0.2376 | 0.2484 | 0 |
Buy And Hold Return (%) | 53.6773 | 53.6773 | 53.6773 | 53.6773 | 53.6773 | 53.6773 |
Max Trade Drawdown | -90126 | -54318 | -74239 | -19560730 | -8830758 | -16683559 |
Profit Factor | 1.7062 | 2.0485 | 1.3581 | 1.1102 | 1.302 | 0.9484 |
Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
Winning Trades | 179 | 87 | 92 | 179 | 87 | 92 |
Losing Trades | 322 | 164 | 158 | 322 | 164 | 158 |
Profitability (%) | 35.7285 | 34.6614 | 36.8 | 35.7285 | 34.6614 | 36.8 |
Ratio Avg Win / Avg Loss | 3.0692 | 3.8615 | 2.3323 | 1.9972 | 2.4543 | 1.6288 |
Largest Winning Trade | 168688 | 168688 | 40343 | 10289438 | 10289438 | 3544588 |
Largest Losing Trade | -25138 | -13806 | -25138 | -5921933 | -1966280 | -5921933 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 91 | 92 | 90 | 91 | 92 | 90 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 24670 | 12628 | 12042 | 24670 | 12628 | 12042 |
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 | 357373 | 269398 | -68768 | -92729 | 160235 | -582381 |
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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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