Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2391926.6497 | 2263768.7043 | 128157.9454 | 6608934.9644 | 4285440.9031 | 2323494.0612 |
Total P&L (%) | 2391.9267 | 2263.7687 | 128.1579 | 6608.935 | 4285.4409 | 2323.4941 |
Avg Daily Profit (%) | 1.0777 | 1.0199 | 0.0577 | 0.1897 | 0.1705 | 0.1437 |
Buy And Hold Return (%) | 339.7037 | 339.7037 | 339.7037 | 339.7037 | 339.7037 | 339.7037 |
Max Trade Drawdown | -109878 | -78451 | -82443 | -31549044 | -22527522 | -20710903 |
Profit Factor | 4.6086 | 8.0297 | 1.376 | 1.0603 | 1.0775 | 1.0428 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 32.5581 | 32.8125 | 32.3077 | 32.5581 | 32.8125 | 32.3077 |
Ratio Avg Win / Avg Loss | 9.5463 | 16.4418 | 2.8831 | 2.1963 | 2.2062 | 2.1848 |
Largest Winning Trade | 2067684 | 2067684 | 43062 | 14186539 | 14186539 | 8522620 |
Largest Losing Trade | -29384 | -28032 | -29384 | -9743124 | -9743124 | -6243169 |
Avg Bars in Trades | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Winners | 143 | 141 | 146 | 143 | 141 | 146 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 8561 | 4217 | 4344 | 8561 | 4217 | 4344 |
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 | 521061 | -124481 | -418773 | -151617 | -272577 | -312071 |
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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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