Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2338818.9084 | 2200609.7509 | 138209.1574 | 11575038.027 | 1961006.1557 | 9614031.8713 |
Total P&L (%) | 2338.8189 | 2200.6098 | 138.2092 | 11575.038 | 1961.0062 | 9614.0319 |
Avg Daily Profit (%) | 1.0578 | 0.9953 | 0.0625 | 0.2155 | 0.1369 | 0.2072 |
Buy And Hold Return (%) | 520.8212 | 520.8212 | 520.8212 | 520.8212 | 520.8212 | 520.8212 |
Max Trade Drawdown | -166705 | -73681 | -128799 | -39443704 | -13913912 | -30663853 |
Profit Factor | 3.7742 | 6.7635 | 1.2996 | 1.0996 | 1.0384 | 1.1475 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 58.4211 | 57.8947 | 58.9474 | 58.4211 | 57.8947 | 58.9474 |
Ratio Avg Win / Avg Loss | 2.6862 | 4.9189 | 0.9051 | 0.7826 | 0.7552 | 0.7992 |
Largest Winning Trade | 1937259 | 1937259 | 45965 | 10722847 | 8663097 | 10722847 |
Largest Losing Trade | -50875 | -50875 | -41599 | -9460531 | -9150882 | -9460531 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 4328 | 2126 | 2202 | 4328 | 2126 | 2202 |
Profit Streak | 15.676 | 53.676 | 15.676 | 15.676 | 53.676 | 15.676 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 789645 | 803266 | -275104 | -101003 | -189668 | -50104 |
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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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