Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116881.458 | 949814.5709 | 167066.8871 | 19714732.675 | 15233323.852 | 4481408.8231 |
Total P&L (%) | 1116.8815 | 949.8146 | 167.0669 | 19714.7327 | 15233.3239 | 4481.4088 |
Avg Daily Profit (%) | 0.6155 | 0.5235 | 0.0921 | 0.2919 | 0.2777 | 0.211 |
Buy And Hold Return (%) | 587.2038 | 587.2038 | 587.2038 | 587.2038 | 587.2038 | 587.2038 |
Max Trade Drawdown | -61989 | -70685 | -69990 | -11717584 | -13012241 | -7255261 |
Profit Factor | 2.2484 | 2.9382 | 1.4129 | 1.2674 | 1.3642 | 1.1406 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 94 | 39 | 55 | 94 | 39 | 55 |
Losing Trades | 120 | 68 | 52 | 120 | 68 | 52 |
Profitability (%) | 43.9252 | 36.4486 | 51.4019 | 43.9252 | 36.4486 | 51.4019 |
Ratio Avg Win / Avg Loss | 2.8702 | 5.123 | 1.3358 | 1.618 | 2.3785 | 1.0783 |
Largest Winning Trade | 272676 | 272676 | 41637 | 11831159 | 11831159 | 4876313 |
Largest Losing Trade | -22771 | -21980 | -22771 | -5137507 | -5137507 | -4550923 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 26 | 33 | 20 | 26 | 33 | 20 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3579 | 1976 | 1603 | 3579 | 1976 | 1603 |
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 | 265042 | 61660 | -234856 | 318773 | 180995 | -57589 |
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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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