Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2458913.9149 | 2261530.9212 | 197382.9938 | 5814877.2798 | 9276099.9188 | -3461222.6389 |
Total P&L (%) | 2458.9139 | 2261.5309 | 197.383 | 5814.8773 | 9276.0999 | -3461.2226 |
Avg Daily Profit (%) | 1.0618 | 0.9766 | 0.0852 | 0.1763 | 0.1963 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157569 | -113381 | -87421 | -38333406 | -28589710 | -16236548 |
Profit Factor | 3.3076 | 4.8208 | 1.4167 | 1.0454 | 1.1228 | 0.9341 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 43.4783 | 40.9449 | 46.0317 | 43.4783 | 40.9449 | 46.0317 |
Ratio Avg Win / Avg Loss | 4.2999 | 6.9531 | 1.661 | 1.359 | 1.6195 | 1.0952 |
Largest Winning Trade | 2010108 | 2010108 | 77421 | 19500246 | 19500246 | 8341079 |
Largest Losing Trade | -41222 | -35214 | -41222 | -6912912 | -6912912 | -5964059 |
Avg Bars in Trades | 53 | 39 | 68 | 53 | 39 | 68 |
Avg Bars in Winners | 88 | 64 | 109 | 88 | 64 | 109 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 13641 | 5048 | 8593 | 13641 | 5048 | 8593 |
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 | 666154 | 620791 | -79018 | -163966 | -80046 | -580874 |
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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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