Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2878991.1107 | 2726825.939 | 152165.1717 | 9156542.9989 | 19187827.7675 | -10031284.7686 |
Total P&L (%) | 2878.9911 | 2726.8259 | 152.1652 | 9156.543 | 19187.8278 | -10031.2848 |
Avg Daily Profit (%) | 1.3824 | 1.3093 | 0.0731 | 0.2176 | 0.253 | 0 |
Buy And Hold Return (%) | 62.1705 | 62.1705 | 62.1705 | 62.1705 | 62.1705 | 62.1705 |
Max Trade Drawdown | -138207 | -98959 | -97847 | -38242512 | -20259642 | -24378711 |
Profit Factor | 5.1599 | 8.2052 | 1.4852 | 1.0874 | 1.3694 | 0.8103 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 35.1351 | 27.2727 | 42.8571 | 35.1351 | 27.2727 | 42.8571 |
Ratio Avg Win / Avg Loss | 9.5259 | 21.8806 | 1.9802 | 2.0074 | 3.6518 | 1.0804 |
Largest Winning Trade | 2373518 | 2373518 | 81190 | 24025687 | 24025687 | 5737969 |
Largest Losing Trade | -38152 | -38152 | -30620 | -12235723 | -6204694 | -12235723 |
Avg Bars in Trades | 222 | 190 | 252 | 222 | 190 | 252 |
Avg Bars in Winners | 480 | 473 | 484 | 480 | 473 | 484 |
Avg Bars in Losers | 82 | 84 | 78 | 82 | 84 | 78 |
Bars Traded | 24642 | 10502 | 14140 | 24642 | 10502 | 14140 |
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 | 579523 | -177994 | -279800 | -120617 | -190021 | -761944 |
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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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