Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305831.1958 | 1184516.2862 | 121314.9097 | 127912011.6343 | 93546968.6689 | 34365042.9654 |
Total P&L (%) | 1305.8312 | 1184.5163 | 121.3149 | 127912.0116 | 93546.9687 | 34365.043 |
Avg Daily Profit (%) | 0.5786 | 0.5248 | 0.0538 | 0.3175 | 0.3036 | 0.2592 |
Buy And Hold Return (%) | 10763.0175 | 10763.0175 | 10763.0175 | 10763.0175 | 10763.0175 | 10763.0175 |
Max Trade Drawdown | -55585 | -56589 | -134120 | -48208894 | -29772522 | -22557172 |
Profit Factor | 2.9877 | 4.9713 | 1.3382 | 1.7838 | 1.9377 | 1.5417 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 39.3939 | 38.3838 | 40.404 | 39.3939 | 38.3838 | 40.404 |
Ratio Avg Win / Avg Loss | 4.5965 | 7.9802 | 1.9739 | 2.7442 | 3.1105 | 2.274 |
Largest Winning Trade | 301078 | 301078 | 54742 | 51343363 | 51343363 | 38075657 |
Largest Losing Trade | -52723 | -14201 | -52723 | -21036320 | -21036320 | -18949484 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4322 | 2245 | 2077 | 4322 | 2245 | 2077 |
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 | -151608 | -151719 | -289231 | 346132 | 290644 | 163145 |
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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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