Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2609328.271 | 2567167.2478 | 42161.0232 | 2723064.1874 | 6554174.984 | -3831110.7966 |
Total P&L (%) | 2609.3283 | 2567.1672 | 42.161 | 2723.0642 | 6554.175 | -3831.1108 |
Avg Daily Profit (%) | 1.1805 | 1.1614 | 0.0191 | 0.1512 | 0.1901 | 0 |
Buy And Hold Return (%) | 858.7459 | 858.7459 | 858.7459 | 858.7459 | 858.7459 | 858.7459 |
Max Trade Drawdown | -115405 | -73524 | -84461 | -11961577 | -6957889 | -8223632 |
Profit Factor | 3.4827 | 6.0559 | 1.0776 | 1.0434 | 1.21 | 0.8785 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 180 | 88 | 92 | 180 | 88 | 92 |
Profitability (%) | 28.2869 | 30.1587 | 26.4 | 28.2869 | 30.1587 | 26.4 |
Ratio Avg Win / Avg Loss | 8.8294 | 14.0243 | 3.0042 | 2.6452 | 2.8021 | 2.4492 |
Largest Winning Trade | 2319549 | 2319549 | 46602 | 12896118 | 12896118 | 3183513 |
Largest Losing Trade | -26970 | -20311 | -26970 | -2301467 | -2230793 | -2301467 |
Avg Bars in Trades | 51 | 49 | 54 | 51 | 49 | 54 |
Avg Bars in Winners | 129 | 111 | 149 | 129 | 111 | 149 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 13051 | 6260 | 6791 | 13051 | 6260 | 6791 |
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 | 110372 | 394261 | -491064 | -181031 | 23843 | -601867 |
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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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