Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1627227.9763 | 1503174.7849 | 124053.1915 | 11655796.3642 | 10468366.8952 | 1187429.469 |
Total P&L (%) | 1627.228 | 1503.1748 | 124.0532 | 11655.7964 | 10468.3669 | 1187.4295 |
Avg Daily Profit (%) | 0.8947 | 0.8265 | 0.0682 | 0.2625 | 0.2566 | 0.1406 |
Buy And Hold Return (%) | 660.2115 | 660.2115 | 660.2115 | 660.2115 | 660.2115 | 660.2115 |
Max Trade Drawdown | -92035 | -63378 | -63095 | -16798449 | -12573021 | -8777431 |
Profit Factor | 2.9773 | 4.6516 | 1.3016 | 1.1641 | 1.2918 | 1.0338 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 30 | 29.0909 | 30.9091 | 30 | 29.0909 | 30.9091 |
Ratio Avg Win / Avg Loss | 6.9471 | 11.3382 | 2.9095 | 2.7162 | 3.1489 | 2.3108 |
Largest Winning Trade | 1039972 | 1039972 | 64154 | 11345294 | 11345294 | 6339273 |
Largest Losing Trade | -17941 | -17941 | -13874 | -4135897 | -4135897 | -2929097 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5379 | 2479 | 2900 | 5379 | 2479 | 2900 |
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 | 316624 | 141001 | -273839 | -36718 | -2101 | -202844 |
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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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