Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1648503.5833 | 1507001.0805 | 141502.5027 | 22224539.9827 | 16657602.9521 | 5566937.0305 |
Total P&L (%) | 1648.5036 | 1507.0011 | 141.5025 | 22224.54 | 16657.603 | 5566.937 |
Avg Daily Profit (%) | 0.903 | 0.8255 | 0.0775 | 0.2967 | 0.2809 | 0.2214 |
Buy And Hold Return (%) | 676.1644 | 676.1644 | 676.1644 | 676.1644 | 676.1644 | 676.1644 |
Max Trade Drawdown | -95070 | -55595 | -55726 | -20423159 | -13201750 | -15553666 |
Profit Factor | 3.3627 | 5.3821 | 1.3999 | 1.2365 | 1.354 | 1.1187 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 33.8983 | 32.9545 | 34.8315 | 33.8983 | 32.9545 | 34.8315 |
Ratio Avg Win / Avg Loss | 6.5572 | 10.9499 | 2.6192 | 2.4112 | 2.7547 | 2.093 |
Largest Winning Trade | 892964 | 892964 | 76086 | 15342367 | 15342367 | 9562499 |
Largest Losing Trade | -18038 | -18038 | -13874 | -4331219 | -4331219 | -4167826 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 5379 | 2416 | 2963 | 5379 | 2416 | 2963 |
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 | 373742 | 332259 | -259651 | 156104 | 129039 | -86876 |
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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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