Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1738162.166 | 1589756.5702 | 148405.5957 | 25697890.1786 | 19709819.528 | 5988070.6505 |
Total P&L (%) | 1738.1622 | 1589.7566 | 148.4056 | 25697.8902 | 19709.8195 | 5988.0707 |
Avg Daily Profit (%) | 0.9589 | 0.877 | 0.0819 | 0.3068 | 0.2922 | 0.2269 |
Buy And Hold Return (%) | 524.5214 | 524.5214 | 524.5214 | 524.5214 | 524.5214 | 524.5214 |
Max Trade Drawdown | -103736 | -59668 | -54606 | -18734435 | -15705105 | -14977994 |
Profit Factor | 3.5225 | 5.6487 | 1.4276 | 1.2634 | 1.4089 | 1.1214 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 30.303 | 28.2828 | 32.3232 | 30.303 | 28.2828 | 32.3232 |
Ratio Avg Win / Avg Loss | 8.1017 | 14.3235 | 2.989 | 2.9059 | 3.5725 | 2.3479 |
Largest Winning Trade | 999429 | 999429 | 78307 | 16936551 | 16936551 | 10036843 |
Largest Losing Trade | -19117 | -16495 | -19117 | -4980800 | -2710908 | -4980800 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 88 | 82 | 92 | 88 | 82 | 92 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 7107 | 3328 | 3780 | 7107 | 3328 | 3780 |
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 | 380152 | 100207 | -254616 | 118755 | -4950 | -84811 |
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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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