Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486705.4704 | 1392781.9456 | 93923.5248 | 6943295.6028 | 5807368.0383 | 1135927.5645 |
Total P&L (%) | 1486.7055 | 1392.7819 | 93.9235 | 6943.2956 | 5807.368 | 1135.9276 |
Avg Daily Profit (%) | 0.8148 | 0.7633 | 0.0515 | 0.2334 | 0.2238 | 0.1379 |
Buy And Hold Return (%) | 697.3422 | 697.3422 | 697.3422 | 697.3422 | 697.3422 | 697.3422 |
Max Trade Drawdown | -89690 | -70144 | -66148 | -11088368 | -8375847 | -6048687 |
Profit Factor | 2.833 | 4.6164 | 1.2205 | 1.1837 | 1.3046 | 1.0606 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 38.2653 | 36.7347 | 39.7959 | 38.2653 | 36.7347 | 39.7959 |
Ratio Avg Win / Avg Loss | 4.5705 | 7.9505 | 1.8464 | 1.9097 | 2.2468 | 1.6046 |
Largest Winning Trade | 941847 | 941847 | 76001 | 7156117 | 7156117 | 3337671 |
Largest Losing Trade | -38899 | -22488 | -38899 | -2630251 | -1619561 | -2630251 |
Avg Bars in Trades | 109 | 99 | 120 | 109 | 99 | 120 |
Avg Bars in Winners | 209 | 196 | 222 | 209 | 196 | 222 |
Avg Bars in Losers | 47 | 43 | 52 | 47 | 43 | 52 |
Bars Traded | 21514 | 9741 | 11773 | 21514 | 9741 | 11773 |
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 | 325441 | 288266 | -293504 | -12546 | 144456 | -174855 |
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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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