Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2687093.4889 | 2576952.4347 | 110141.0542 | 12270851.1267 | 9002933.6539 | 3267917.4727 |
Total P&L (%) | 2687.0935 | 2576.9524 | 110.1411 | 12270.8511 | 9002.9337 | 3267.9175 |
Avg Daily Profit (%) | 1.211 | 1.1614 | 0.0496 | 0.2174 | 0.2035 | 0.1586 |
Buy And Hold Return (%) | 730.3375 | 730.3375 | 730.3375 | 730.3375 | 730.3375 | 730.3375 |
Max Trade Drawdown | -118635 | -82469 | -105123 | -24504364 | -16632931 | -15376550 |
Profit Factor | 3.9637 | 6.9575 | 1.2323 | 1.1405 | 1.2053 | 1.0752 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 35.1648 | 35.1648 | 35.1648 | 35.1648 | 35.1648 | 35.1648 |
Ratio Avg Win / Avg Loss | 7.3081 | 12.8279 | 2.2721 | 2.1028 | 2.2222 | 1.9823 |
Largest Winning Trade | 2209193 | 2209193 | 50759 | 10205582 | 10205582 | 5777497 |
Largest Losing Trade | -33764 | -27794 | -33764 | -4835777 | -4835777 | -4832980 |
Avg Bars in Trades | 72 | 68 | 75 | 72 | 68 | 75 |
Avg Bars in Winners | 130 | 121 | 138 | 130 | 121 | 138 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 13109 | 6260 | 6848 | 13109 | 6260 | 6848 |
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 | 476436 | 478306 | -297697 | -61485 | 93730 | -136923 |
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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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