Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2640136.4436 | 2507556.1702 | 132580.2735 | 10407025.3711 | 3518933.3671 | 6888092.004 |
Total P&L (%) | 2640.1364 | 2507.5562 | 132.5803 | 10407.0254 | 3518.9334 | 6888.092 |
Avg Daily Profit (%) | 1.2675 | 1.2038 | 0.0636 | 0.2237 | 0.1724 | 0.2041 |
Buy And Hold Return (%) | 454.8414 | 454.8414 | 454.8414 | 454.8414 | 454.8414 | 454.8414 |
Max Trade Drawdown | -93886 | -58909 | -72433 | -10648875 | -9651910 | -8276577 |
Profit Factor | 4.0656 | 6.9006 | 1.3039 | 1.1463 | 1.094 | 1.2044 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 45.4106 | 43.2692 | 47.5728 | 45.4106 | 43.2692 | 47.5728 |
Ratio Avg Win / Avg Loss | 4.8874 | 9.0474 | 1.437 | 1.3781 | 1.4344 | 1.3273 |
Largest Winning Trade | 2264690 | 2264690 | 48219 | 7008400 | 7008400 | 3281632 |
Largest Losing Trade | -35056 | -35056 | -29656 | -4089209 | -4089209 | -3327761 |
Avg Bars in Trades | 119 | 113 | 125 | 119 | 113 | 125 |
Avg Bars in Winners | 178 | 165 | 191 | 178 | 165 | 191 |
Avg Bars in Losers | 70 | 73 | 66 | 70 | 73 | 66 |
Bars Traded | 24736 | 11762 | 12974 | 24736 | 11762 | 12974 |
Profit Streak | 0 | 0 | 21.1883 | 0 | 0 | 21.1883 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 690600 | 653716 | -274283 | -52008 | -112166 | 248406 |
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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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