Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12342946.5138 | 12366236.2138 | -23289.7 | 5445663.4508 | 16219478.5664 | -10773815.1156 |
Total P&L (%) | 12342.9465 | 12366.2362 | -23.2897 | 5445.6635 | 16219.4786 | -10773.8151 |
Avg Daily Profit (%) | 5.4358 | 5.4461 | -0.0103 | 0.177 | 0.2246 | 0 |
Buy And Hold Return (%) | 8235.3742 | 8235.3742 | 8235.3742 | 8235.3742 | 8235.3742 | 8235.3742 |
Max Trade Drawdown | -122760 | -91185 | -118319 | -18081021 | -13557098 | -18506582 |
Profit Factor | 15.9915 | 32.7173 | 0.9463 | 1.0639 | 1.4226 | 0.7703 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 161 | 86 | 75 | 161 | 86 | 75 |
Profitability (%) | 44.4828 | 40.6897 | 48.2759 | 44.4828 | 40.6897 | 48.2759 |
Ratio Avg Win / Avg Loss | 19.9584 | 47.6896 | 1.0139 | 1.3278 | 2.0737 | 0.8253 |
Largest Winning Trade | 12258496 | 12258496 | 45532 | 15639894 | 15639894 | 5040564 |
Largest Losing Trade | -37723 | -22578 | -37723 | -8137665 | -3033174 | -8137665 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 68 | 60 | 75 | 68 | 60 | 75 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 13370 | 5947 | 7423 | 13370 | 5947 | 7423 |
Profit Streak | 0 | 19.9492 | 0 | 0 | 19.9492 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476600 | 396913 | -579951 | -308848 | -134 | -581618 |
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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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