Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796109.8211 | 1616162.2882 | 179947.5329 | 43778026.7396 | 27363244.3136 | 16414782.426 |
Total P&L (%) | 1796.1098 | 1616.1623 | 179.9475 | 43778.0267 | 27363.2443 | 16414.7824 |
Avg Daily Profit (%) | 0.9827 | 0.8843 | 0.0985 | 0.3334 | 0.3077 | 0.2798 |
Buy And Hold Return (%) | 692.0926 | 692.0926 | 692.0926 | 692.0926 | 692.0926 | 692.0926 |
Max Trade Drawdown | -70031 | -43021 | -52680 | -32550181 | -21772683 | -24481601 |
Profit Factor | 3.8648 | 6.7335 | 1.5215 | 1.3402 | 1.431 | 1.2518 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 34.2857 | 28.7356 | 39.7727 | 34.2857 | 28.7356 | 39.7727 |
Ratio Avg Win / Avg Loss | 7.4075 | 16.6991 | 2.3039 | 2.5687 | 3.5488 | 1.8956 |
Largest Winning Trade | 1008884 | 1008884 | 68641 | 23472336 | 23472336 | 16341392 |
Largest Losing Trade | -30457 | -14412 | -30457 | -6810613 | -6810613 | -6792193 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 5337 | 2466 | 2871 | 5337 | 2466 | 2871 |
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 | 418377 | 133883 | -229055 | 195278 | -2440 | 191668 |
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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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