Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661713.7242 | 490183.9696 | 171529.7546 | 1080553.2796 | 872939.3675 | 207613.9121 |
Total P&L (%) | 661.7137 | 490.184 | 171.5298 | 1080.5533 | 872.9394 | 207.6139 |
Avg Daily Profit (%) | 0.3347 | 0.2479 | 0.0868 | 0.1249 | 0.1151 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251383 | -122856 | -237858 | -9028861 | -3788752 | -5604454 |
Profit Factor | 1.1423 | 1.2248 | 1.0694 | 1.0211 | 1.0353 | 1.0078 |
Total Trades | 2936 | 1468 | 1468 | 2936 | 1468 | 1468 |
Winning Trades | 1463 | 732 | 731 | 1463 | 732 | 731 |
Losing Trades | 1473 | 736 | 737 | 1473 | 736 | 737 |
Profitability (%) | 49.8297 | 49.8638 | 49.7956 | 49.8297 | 49.8638 | 49.7956 |
Ratio Avg Win / Avg Loss | 1.1501 | 1.2315 | 1.0782 | 1.028 | 1.0409 | 1.0161 |
Largest Winning Trade | 38691 | 38691 | 28508 | 1879698 | 1879698 | 957605 |
Largest Losing Trade | -36603 | -23205 | -36603 | -2481460 | -1103504 | -2481460 |
Avg Bars in Trades | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Winners | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 5926 | 2819 | 3107 | 5926 | 2819 | 3107 |
Profit Streak | 0 | 0 | 478.1989 | 0 | 0 | 478.1989 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47503 | 517223 | -214010 | -215812 | -213889 | -321658 |
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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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