Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236217.7055 | 1020765.7591 | 215451.9464 | 70916531.2288 | 61829246.2292 | 9087284.9996 |
Total P&L (%) | 1236.2177 | 1020.7658 | 215.4519 | 70916.5312 | 61829.2462 | 9087.285 |
Avg Daily Profit (%) | 0.6771 | 0.5591 | 0.118 | 0.3602 | 0.3527 | 0.2479 |
Buy And Hold Return (%) | 639.1499 | 639.1499 | 639.1499 | 639.1499 | 639.1499 | 639.1499 |
Max Trade Drawdown | -92966 | -65030 | -59468 | -74768339 | -64576965 | -49593819 |
Profit Factor | 2.8458 | 4.0428 | 1.6445 | 1.209 | 1.3691 | 1.0529 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 43.6709 | 41.7722 | 45.5696 | 43.6709 | 41.7722 | 45.5696 |
Ratio Avg Win / Avg Loss | 3.6707 | 5.6355 | 1.9643 | 1.5594 | 1.9084 | 1.2576 |
Largest Winning Trade | 284960 | 284960 | 64469 | 56474543 | 56474543 | 27986638 |
Largest Losing Trade | -20624 | -19902 | -20624 | -23942066 | -14673064 | -23942066 |
Avg Bars in Trades | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Winners | 113 | 111 | 114 | 113 | 111 | 114 |
Avg Bars in Losers | 33 | 30 | 35 | 33 | 30 | 35 |
Bars Traded | 10767 | 5106 | 5662 | 10767 | 5106 | 5662 |
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 | 309112 | -21533 | -226814 | 302853 | -19197 | -182575 |
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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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