Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1882069.3421 | 1809433.0904 | 72636.2517 | 3775641.8326 | 2548424.7988 | 1227217.0338 |
Total P&L (%) | 1882.0693 | 1809.4331 | 72.6363 | 3775.6418 | 2548.4248 | 1227.217 |
Avg Daily Profit (%) | 0.8347 | 0.8025 | 0.0322 | 0.1623 | 0.1454 | 0.1147 |
Buy And Hold Return (%) | 363.9073 | 363.9073 | 363.9073 | 363.9073 | 363.9073 | 363.9073 |
Max Trade Drawdown | -164916 | -68199 | -122972 | -3541811 | -2912129 | -2557238 |
Profit Factor | 3.7969 | 6.3053 | 1.2189 | 1.1934 | 1.253 | 1.1298 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 29.4574 | 26.1538 | 32.8125 | 29.4574 | 26.1538 | 32.8125 |
Ratio Avg Win / Avg Loss | 9.0927 | 17.8031 | 2.4958 | 2.8578 | 3.538 | 2.3134 |
Largest Winning Trade | 1339879 | 1339879 | 62876 | 3006871 | 3006871 | 2064680 |
Largest Losing Trade | -34785 | -18529 | -34785 | -929040 | -571934 | -929040 |
Avg Bars in Trades | 99 | 87 | 112 | 99 | 87 | 112 |
Avg Bars in Winners | 257 | 236 | 275 | 257 | 236 | 275 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 12889 | 5703 | 7186 | 12889 | 5703 | 7186 |
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 | 326252 | -136349 | -461074 | -8836 | -154278 | -264972 |
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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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