Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2862359.4867 | 2740171.3954 | 122188.0912 | 123365866.329 | 108670149.0051 | 14695717.3239 |
Total P&L (%) | 2862.3595 | 2740.1714 | 122.1881 | 123365.8663 | 108670.149 | 14695.7173 |
Avg Daily Profit (%) | 1.2662 | 1.2121 | 0.0541 | 0.3154 | 0.3098 | 0.2213 |
Buy And Hold Return (%) | 8677.2206 | 8677.2206 | 8677.2206 | 8677.2206 | 8677.2206 | 8677.2206 |
Max Trade Drawdown | -57165 | -68105 | -41338 | -59547067 | -32195889 | -36685389 |
Profit Factor | 6.5339 | 12.0568 | 1.4535 | 1.7553 | 2.4076 | 1.1706 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 37.5 | 38.4615 | 36.5385 | 37.5 | 38.4615 | 36.5385 |
Ratio Avg Win / Avg Loss | 10.8899 | 19.2908 | 2.5246 | 2.9255 | 3.8521 | 2.0332 |
Largest Winning Trade | 1779520 | 1779520 | 54104 | 89907518 | 89907518 | 34170939 |
Largest Losing Trade | -23282 | -18437 | -23282 | -19828253 | -11969394 | -19828253 |
Avg Bars in Trades | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Winners | 125 | 119 | 131 | 125 | 119 | 131 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 13056 | 6279 | 6776 | 13056 | 6279 | 6776 |
Profit Streak | 60.4938 | 98.6605 | 60.4938 | 60.4938 | 98.6605 | 60.4938 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146474 | -147133 | -289336 | 344016 | 365591 | -37383 |
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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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