Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451859.016 | 1338071.6502 | 113787.3658 | 12526957.1442 | 12174197.0604 | 352760.0837 |
Total P&L (%) | 1451.859 | 1338.0717 | 113.7874 | 12526.9571 | 12174.1971 | 352.7601 |
Avg Daily Profit (%) | 0.7951 | 0.7328 | 0.0623 | 0.2653 | 0.2638 | 0.0827 |
Buy And Hold Return (%) | 639.4153 | 639.4153 | 639.4153 | 639.4153 | 639.4153 | 639.4153 |
Max Trade Drawdown | -88403 | -41017 | -57257 | -10574869 | -7749040 | -7157342 |
Profit Factor | 3.0177 | 4.8354 | 1.307 | 1.2457 | 1.4597 | 1.0144 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 35.5556 | 32.2222 | 38.8889 | 35.5556 | 32.2222 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.4696 | 10.171 | 2.0538 | 2.2578 | 3.0704 | 1.594 |
Largest Winning Trade | 751625 | 751625 | 77575 | 12392090 | 12392090 | 6165777 |
Largest Losing Trade | -25659 | -23522 | -25659 | -3680333 | -3680333 | -2252369 |
Avg Bars in Trades | 119 | 108 | 130 | 119 | 108 | 130 |
Avg Bars in Winners | 240 | 228 | 250 | 240 | 228 | 250 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 21472 | 9758 | 11714 | 21472 | 9758 | 11714 |
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 | 328628 | 243611 | -278898 | 172233 | 126951 | -456490 |
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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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