Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107698.5244 | 955163.1737 | 152535.3507 | 16016581.9422 | 18354110.3314 | -2337528.3892 |
Total P&L (%) | 1107.6985 | 955.1632 | 152.5354 | 16016.5819 | 18354.1103 | -2337.5284 |
Avg Daily Profit (%) | 0.6065 | 0.5229 | 0.0835 | 0.2786 | 0.2861 | 0 |
Buy And Hold Return (%) | 635.0592 | 635.0592 | 635.0592 | 635.0592 | 635.0592 | 635.0592 |
Max Trade Drawdown | -97421 | -94537 | -60510 | -15361478 | -12387036 | -9934433 |
Profit Factor | 2.3468 | 3.2981 | 1.3749 | 1.1842 | 1.4212 | 0.9461 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 50.8475 | 51.1364 | 50.5618 | 50.8475 | 51.1364 | 50.5618 |
Ratio Avg Win / Avg Loss | 2.2686 | 3.1515 | 1.3444 | 1.1447 | 1.3581 | 0.9251 |
Largest Winning Trade | 316718 | 316718 | 52783 | 10413444 | 10413444 | 6008166 |
Largest Losing Trade | -41055 | -41055 | -28181 | -7540449 | -4393231 | -7540449 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Losers | 25 | 29 | 22 | 25 | 29 | 22 |
Bars Traded | 7088 | 3715 | 3373 | 7088 | 3715 | 3373 |
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 | 303272 | 242515 | -246936 | -8160 | 339361 | -581021 |
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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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