Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042738.6839 | 859841.3757 | 182897.3083 | 23038308.0845 | 16026605.1322 | 7011702.9523 |
Total P&L (%) | 1042.7387 | 859.8414 | 182.8973 | 23038.3081 | 16026.6051 | 7011.703 |
Avg Daily Profit (%) | 0.4169 | 0.3438 | 0.0731 | 0.2179 | 0.2034 | 0.1706 |
Buy And Hold Return (%) | 362.2746 | 362.2746 | 362.2746 | 362.2746 | 362.2746 | 362.2746 |
Max Trade Drawdown | -61133 | -33990 | -57529 | -17589348 | -7530630 | -16892936 |
Profit Factor | 3.8198 | 5.9867 | 1.9267 | 1.3957 | 1.6003 | 1.2224 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 47.4227 | 48.9796 | 45.8333 | 47.4227 | 48.9796 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.235 | 6.2361 | 2.277 | 1.5474 | 1.667 | 1.4447 |
Largest Winning Trade | 477799 | 477799 | 58393 | 12816008 | 12816008 | 9216970 |
Largest Losing Trade | -30008 | -14293 | -30008 | -10055696 | -3857354 | -10055696 |
Avg Bars in Trades | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Winners | 122 | 109 | 136 | 122 | 109 | 136 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 7163 | 3403 | 3760 | 7163 | 3403 | 3760 |
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 | 462877 | 471067 | -258963 | 332152 | 388633 | 211128 |
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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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