Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048657.0873 | 893200.2876 | 155456.7997 | 25855311.4973 | 24150778.6479 | 1704532.8494 |
Total P&L (%) | 1048.6571 | 893.2003 | 155.4568 | 25855.3115 | 24150.7786 | 1704.5328 |
Avg Daily Profit (%) | 0.4195 | 0.3573 | 0.0622 | 0.2226 | 0.2199 | 0.1158 |
Buy And Hold Return (%) | 701.5586 | 701.5586 | 701.5586 | 701.5586 | 701.5586 | 701.5586 |
Max Trade Drawdown | -106681 | -67918 | -69803 | -10275155 | -6883967 | -7983169 |
Profit Factor | 2.5041 | 3.2092 | 1.5307 | 1.5435 | 1.8276 | 1.0927 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 47.2081 | 43.8776 | 50.5051 | 47.2081 | 43.8776 | 50.5051 |
Ratio Avg Win / Avg Loss | 2.8003 | 4.1048 | 1.5001 | 1.7261 | 2.3376 | 1.0708 |
Largest Winning Trade | 367627 | 367627 | 61137 | 15504420 | 15504420 | 3013499 |
Largest Losing Trade | -23641 | -23641 | -22089 | -4509861 | -4509861 | -2083660 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
Bars Traded | 9732 | 5267 | 4465 | 9732 | 5267 | 4465 |
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 | 99997 | -67950 | -273293 | 390944 | 324050 | -160835 |
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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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