Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2493890.3944 | 2317130.097 | 176760.2974 | 21470518.5858 | 1691554.6652 | 19778963.9207 |
Total P&L (%) | 2493.8904 | 2317.1301 | 176.7603 | 21470.5186 | 1691.5547 | 19778.9639 |
Avg Daily Profit (%) | 1.1973 | 1.1124 | 0.0849 | 0.2583 | 0.1386 | 0.2544 |
Buy And Hold Return (%) | 379.576 | 379.576 | 379.576 | 379.576 | 379.576 | 379.576 |
Max Trade Drawdown | -94836 | -67451 | -73855 | -26427537 | -15538480 | -26208622 |
Profit Factor | 5.8987 | 10.7604 | 1.6506 | 1.1933 | 1.0309 | 1.3515 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 48.1928 | 52.381 | 43.9024 | 48.1928 | 52.381 | 43.9024 |
Ratio Avg Win / Avg Loss | 6.3411 | 9.7821 | 2.1091 | 1.2828 | 0.9371 | 1.7269 |
Largest Winning Trade | 2056094 | 2056094 | 52261 | 12628308 | 9271588 | 12628308 |
Largest Losing Trade | -29243 | -29243 | -26727 | -9954686 | -7305056 | -9954686 |
Avg Bars in Trades | 297 | 315 | 279 | 297 | 315 | 279 |
Avg Bars in Winners | 412 | 423 | 399 | 412 | 423 | 399 |
Avg Bars in Losers | 190 | 196 | 185 | 190 | 196 | 185 |
Bars Traded | 24706 | 13237 | 11469 | 24706 | 13237 | 11469 |
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 | 709125 | 781933 | -244648 | -1389 | -197266 | 276354 |
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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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