Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3249074.2536 | 3066250.2583 | 182823.9953 | 13930066.6673 | 8080148.4724 | 5849918.1949 |
Total P&L (%) | 3249.0743 | 3066.2503 | 182.824 | 13930.0667 | 8080.1485 | 5849.9182 |
Avg Daily Profit (%) | 1.5602 | 1.4724 | 0.0878 | 0.2377 | 0.2117 | 0.1964 |
Buy And Hold Return (%) | 92.1529 | 92.1529 | 92.1529 | 92.1529 | 92.1529 | 92.1529 |
Max Trade Drawdown | -148101 | -90165 | -149210 | -11210608 | -12005147 | -9019666 |
Profit Factor | 4.8534 | 7.6863 | 1.4754 | 1.2382 | 1.2416 | 1.2336 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 30.8219 | 24.6575 | 36.9863 | 30.8219 | 24.6575 | 36.9863 |
Ratio Avg Win / Avg Loss | 10.8932 | 23.486 | 2.5136 | 2.779 | 3.7938 | 2.1017 |
Largest Winning Trade | 2609353 | 2609353 | 65025 | 11795110 | 11795110 | 6705780 |
Largest Losing Trade | -35444 | -29627 | -35444 | -4059031 | -4059031 | -2607645 |
Avg Bars in Trades | 167 | 178 | 156 | 167 | 178 | 156 |
Avg Bars in Winners | 367 | 450 | 312 | 367 | 450 | 312 |
Avg Bars in Losers | 78 | 89 | 65 | 78 | 89 | 65 |
Bars Traded | 24479 | 13046 | 11433 | 24479 | 13046 | 11433 |
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 | 519893 | -81004 | -157500 | 75785 | -94306 | -68222 |
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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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