Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421055.6859 | 1301363.9807 | 119691.7052 | 10129119.3386 | 7093003.3144 | 3036116.0242 |
Total P&L (%) | 1421.0557 | 1301.364 | 119.6917 | 10129.1193 | 7093.0033 | 3036.116 |
Avg Daily Profit (%) | 0.6823 | 0.6249 | 0.0575 | 0.2225 | 0.2055 | 0.1656 |
Buy And Hold Return (%) | 462.9598 | 462.9598 | 462.9598 | 462.9598 | 462.9598 | 462.9598 |
Max Trade Drawdown | -111876 | -72787 | -112887 | -20915835 | -16027815 | -10856794 |
Profit Factor | 2.5377 | 3.891 | 1.2525 | 1.1342 | 1.1815 | 1.0834 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 32.8947 | 32.4561 | 33.3333 | 32.8947 | 32.4561 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.1769 | 8.0975 | 2.505 | 2.3138 | 2.4588 | 2.1669 |
Largest Winning Trade | 908402 | 908402 | 52568 | 9014802 | 9014802 | 4828564 |
Largest Losing Trade | -24364 | -24364 | -21865 | -4166289 | -4166289 | -3006799 |
Avg Bars in Trades | 108 | 105 | 111 | 108 | 105 | 111 |
Avg Bars in Winners | 213 | 209 | 217 | 213 | 209 | 217 |
Avg Bars in Losers | 57 | 56 | 58 | 57 | 56 | 58 |
Bars Traded | 24767 | 12078 | 12689 | 24767 | 12078 | 12689 |
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 | 305635 | 298723 | -287785 | -69012 | -18773 | -126916 |
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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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