Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146254.2074 | 972129.1176 | 174125.0898 | 23031981.0697 | 15738574.1733 | 7293406.8964 |
Total P&L (%) | 1146.2542 | 972.1291 | 174.1251 | 23031.9811 | 15738.5742 | 7293.4069 |
Avg Daily Profit (%) | 0.6277 | 0.5324 | 0.0954 | 0.2986 | 0.2778 | 0.2359 |
Buy And Hold Return (%) | 709.3636 | 709.3636 | 709.3636 | 709.3636 | 709.3636 | 709.3636 |
Max Trade Drawdown | -92829 | -57823 | -90386 | -10818722 | -16790806 | -7537428 |
Profit Factor | 2.2227 | 3.0344 | 1.3789 | 1.3166 | 1.399 | 1.219 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 41.2698 | 37.3016 | 45.2381 | 41.2698 | 37.3016 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.1631 | 5.1004 | 1.6691 | 1.8736 | 2.3515 | 1.4757 |
Largest Winning Trade | 272689 | 272689 | 47174 | 15371479 | 15371479 | 5776287 |
Largest Losing Trade | -30457 | -19684 | -30457 | -4414577 | -4414577 | -3854306 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5367 | 2562 | 2805 | 5367 | 2562 | 2805 |
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 | 168310 | -38739 | -231555 | 301602 | 202392 | 221044 |
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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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