Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2239885.0698 | 2083962.3761 | 155922.6937 | 27192499.3137 | 11414197.8564 | 15778301.4573 |
Total P&L (%) | 2239.8851 | 2083.9624 | 155.9227 | 27192.4993 | 11414.1979 | 15778.3015 |
Avg Daily Profit (%) | 1.1943 | 1.1112 | 0.0831 | 0.2995 | 0.2534 | 0.2706 |
Buy And Hold Return (%) | 569.51 | 569.51 | 569.51 | 569.51 | 569.51 | 569.51 |
Max Trade Drawdown | -66839 | -126859 | -80460 | -24616448 | -13210773 | -13508945 |
Profit Factor | 4.7859 | 7.3947 | 1.5867 | 1.3441 | 1.2537 | 1.4636 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 38.3459 | 36.3636 | 40.2985 | 38.3459 | 36.3636 | 40.2985 |
Ratio Avg Win / Avg Loss | 7.6949 | 12.9408 | 2.3507 | 2.1612 | 2.194 | 2.1684 |
Largest Winning Trade | 1336537 | 1336537 | 63613 | 19887907 | 19887907 | 17221850 |
Largest Losing Trade | -36591 | -36591 | -30731 | -4971592 | -4907145 | -4971592 |
Avg Bars in Trades | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 15 | 23 | 7 | 15 | 23 | 7 |
Bars Traded | 3486 | 2062 | 1424 | 3486 | 2062 | 1424 |
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 | 538644 | -110321 | -365240 | 232237 | -120354 | -109617 |
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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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