Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2732057.4481 | 2646782.9932 | 85274.455 | 6160579.2397 | 7165379.196 | -1004799.9563 |
Total P&L (%) | 2732.0574 | 2646.783 | 85.2745 | 6160.5792 | 7165.3792 | -1004.8 |
Avg Daily Profit (%) | 1.2315 | 1.1931 | 0.0384 | 0.1866 | 0.1934 | 0 |
Buy And Hold Return (%) | 987.5118 | 987.5118 | 987.5118 | 987.5118 | 987.5118 | 987.5118 |
Max Trade Drawdown | -111570 | -93364 | -88404 | -14317031 | -11548617 | -12011458 |
Profit Factor | 3.9322 | 6.7888 | 1.1797 | 1.0667 | 1.148 | 0.9772 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 37.5 | 36.9048 | 38.0952 | 37.5 | 36.9048 | 38.0952 |
Ratio Avg Win / Avg Loss | 6.5536 | 11.6066 | 1.917 | 1.7778 | 1.9628 | 1.5879 |
Largest Winning Trade | 2347086 | 2347086 | 44955 | 12737552 | 12737552 | 4361169 |
Largest Losing Trade | -39001 | -39001 | -29147 | -6155701 | -6155701 | -4530542 |
Avg Bars in Trades | 77 | 68 | 87 | 77 | 68 | 87 |
Avg Bars in Winners | 145 | 122 | 167 | 145 | 122 | 167 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 13073 | 5719 | 7354 | 13073 | 5719 | 7354 |
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 | 477098 | 475854 | -334033 | -142650 | -54026 | -582959 |
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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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