Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2638789.9741 | 2541807.1381 | 96982.8359 | 5163620.6514 | 5073954.5928 | 89666.0586 |
Total P&L (%) | 2638.79 | 2541.8071 | 96.9828 | 5163.6207 | 5073.9546 | 89.6661 |
Avg Daily Profit (%) | 1.2671 | 1.2206 | 0.0466 | 0.1905 | 0.1897 | 0.0307 |
Buy And Hold Return (%) | 483.166 | 483.166 | 483.166 | 483.166 | 483.166 | 483.166 |
Max Trade Drawdown | -88036 | -77354 | -71899 | -8330592 | -8189213 | -7814778 |
Profit Factor | 3.9322 | 6.7897 | 1.2104 | 1.0762 | 1.154 | 1.0026 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Profitability (%) | 32.8889 | 33.6283 | 32.1429 | 32.8889 | 33.6283 | 32.1429 |
Ratio Avg Win / Avg Loss | 8.0238 | 13.4007 | 2.5553 | 2.1961 | 2.2777 | 2.1166 |
Largest Winning Trade | 2354993 | 2354993 | 46674 | 9217567 | 9217567 | 3665389 |
Largest Losing Trade | -30895 | -16074 | -30895 | -2851279 | -1717624 | -2851279 |
Avg Bars in Trades | 109 | 103 | 116 | 109 | 103 | 116 |
Avg Bars in Winners | 233 | 202 | 266 | 233 | 202 | 266 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 24745 | 11751 | 12994 | 24745 | 11751 | 12994 |
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 | 506911 | 514057 | -303043 | -133084 | -48648 | -541376 |
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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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