Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1639389.9649 | 1520972.1612 | 118417.8038 | 12886345.1941 | 8411917.9871 | 4474427.207 |
Total P&L (%) | 1639.39 | 1520.9722 | 118.4178 | 12886.3452 | 8411.918 | 4474.4272 |
Avg Daily Profit (%) | 0.9034 | 0.8382 | 0.0653 | 0.2685 | 0.2452 | 0.2109 |
Buy And Hold Return (%) | 484.9764 | 484.9764 | 484.9764 | 484.9764 | 484.9764 | 484.9764 |
Max Trade Drawdown | -98991 | -68752 | -52713 | -25397609 | -19879221 | -12353230 |
Profit Factor | 3.1432 | 4.987 | 1.3088 | 1.1473 | 1.1933 | 1.1017 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 30.4124 | 28.866 | 31.9588 | 30.4124 | 28.866 | 31.9588 |
Ratio Avg Win / Avg Loss | 7.192 | 12.2894 | 2.7865 | 2.6251 | 2.9407 | 2.3455 |
Largest Winning Trade | 1037558 | 1037558 | 69592 | 14795445 | 14795445 | 8493640 |
Largest Losing Trade | -17941 | -17941 | -13874 | -3998350 | -3968902 | -3998350 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 66 | 64 | 69 | 66 | 64 | 69 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 5348 | 2541 | 2807 | 5348 | 2541 | 2807 |
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 | 365944 | 187234 | -277360 | -55140 | -11123 | -106463 |
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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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