Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2420984.0332 | 2289988.4878 | 130995.5454 | 6782280.3479 | 2313301.3194 | 4468979.0285 |
Total P&L (%) | 2420.984 | 2289.9885 | 130.9955 | 6782.2803 | 2313.3013 | 4468.979 |
Avg Daily Profit (%) | 1.1622 | 1.0993 | 0.0629 | 0.2033 | 0.1529 | 0.1836 |
Buy And Hold Return (%) | 370.3476 | 370.3476 | 370.3476 | 370.3476 | 370.3476 | 370.3476 |
Max Trade Drawdown | -86922 | -58705 | -108637 | -6065305 | -4214578 | -4391817 |
Profit Factor | 4.1638 | 7.3177 | 1.3253 | 1.2011 | 1.1358 | 1.2679 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 40.8759 | 39.7059 | 42.029 | 40.8759 | 39.7059 | 42.029 |
Ratio Avg Win / Avg Loss | 6.0227 | 11.112 | 1.828 | 1.7373 | 1.7247 | 1.7488 |
Largest Winning Trade | 2087467 | 2087467 | 51150 | 3130714 | 3130714 | 2778777 |
Largest Losing Trade | -35349 | -35349 | -31797 | -2192331 | -2131086 | -2192331 |
Avg Bars in Trades | 179 | 172 | 185 | 179 | 172 | 185 |
Avg Bars in Winners | 284 | 273 | 295 | 284 | 273 | 295 |
Avg Bars in Losers | 106 | 106 | 106 | 106 | 106 | 106 |
Bars Traded | 24560 | 11732 | 12828 | 24560 | 11732 | 12828 |
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 | 618050 | -92051 | -378444 | 196975 | -176416 | -96161 |
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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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