Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049057.9521 | 961108.3771 | 87949.575 | 1979754.0903 | 2710869.3979 | -731115.3076 |
Total P&L (%) | 1049.058 | 961.1084 | 87.9496 | 1979.7541 | 2710.8694 | -731.1153 |
Avg Daily Profit (%) | 0.5037 | 0.4615 | 0.0422 | 0.1458 | 0.1603 | 0 |
Buy And Hold Return (%) | 84.1699 | 84.1699 | 84.1699 | 84.1699 | 84.1699 | 84.1699 |
Max Trade Drawdown | -210194 | -152845 | -157636 | -19117029 | -15456570 | -6980783 |
Profit Factor | 1.8416 | 2.5619 | 1.1393 | 1.0312 | 1.0783 | 0.9746 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 91 | 36 | 55 | 91 | 36 | 55 |
Losing Trades | 181 | 100 | 81 | 181 | 100 | 81 |
Profitability (%) | 33.4559 | 26.4706 | 40.4412 | 33.4559 | 26.4706 | 40.4412 |
Ratio Avg Win / Avg Loss | 3.6629 | 7.1164 | 1.6779 | 2.0511 | 2.9952 | 1.4353 |
Largest Winning Trade | 430309 | 430309 | 69153 | 12008539 | 12008539 | 3508250 |
Largest Losing Trade | -36664 | -23562 | -36664 | -2689376 | -2689376 | -2521363 |
Avg Bars in Trades | 90 | 80 | 99 | 90 | 80 | 99 |
Avg Bars in Winners | 193 | 201 | 187 | 193 | 201 | 187 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 24497 | 10984 | 13513 | 24497 | 10984 | 13513 |
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 | 328212 | -8369 | -358372 | -188042 | -149142 | -583022 |
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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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