Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659911.6042 | 1515953.9087 | 143957.6954 | 24259467.4591 | 17190420.364 | 7069047.095 |
Total P&L (%) | 1659.9116 | 1515.9539 | 143.9577 | 24259.4675 | 17190.4204 | 7069.0471 |
Avg Daily Profit (%) | 0.91 | 0.8311 | 0.0789 | 0.3017 | 0.2829 | 0.2345 |
Buy And Hold Return (%) | 696.1686 | 696.1686 | 696.1686 | 696.1686 | 696.1686 | 696.1686 |
Max Trade Drawdown | -98638 | -58010 | -53003 | -31352480 | -19190788 | -21854051 |
Profit Factor | 3.2823 | 5.3438 | 1.3805 | 1.2218 | 1.3094 | 1.1313 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Profitability (%) | 34.4828 | 33.6634 | 35.2941 | 34.4828 | 33.6634 | 35.2941 |
Ratio Avg Win / Avg Loss | 6.2364 | 10.5305 | 2.531 | 2.3214 | 2.5804 | 2.0741 |
Largest Winning Trade | 892964 | 892964 | 76400 | 19889279 | 19889279 | 10120796 |
Largest Losing Trade | -18038 | -18038 | -15699 | -4614956 | -4614956 | -4538965 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 5379 | 2406 | 2973 | 5379 | 2406 | 2973 |
Profit Streak | 0 | 15.1608 | 0 | 0 | 15.1608 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378569 | 351343 | -257388 | 177494 | 152046 | -72347 |
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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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