Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2587766.9205 | 2446813.3064 | 140953.6141 | 14975298.9935 | 10946794.6193 | 4028504.3742 |
Total P&L (%) | 2587.7669 | 2446.8133 | 140.9536 | 14975.299 | 10946.7946 | 4028.5044 |
Avg Daily Profit (%) | 1.1644 | 1.101 | 0.0634 | 0.2259 | 0.2119 | 0.1676 |
Buy And Hold Return (%) | 875.1111 | 875.1111 | 875.1111 | 875.1111 | 875.1111 | 875.1111 |
Max Trade Drawdown | -114618 | -76375 | -111625 | -14928387 | -8134246 | -8756391 |
Profit Factor | 3.5832 | 6.1905 | 1.2658 | 1.2148 | 1.3446 | 1.1062 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 52.8571 | 54.2857 | 51.4286 | 52.8571 | 54.2857 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.1958 | 5.2131 | 1.1954 | 1.0835 | 1.1323 | 1.0447 |
Largest Winning Trade | 2040264 | 2040264 | 43572 | 11403915 | 11403915 | 4357083 |
Largest Losing Trade | -59110 | -48784 | -59110 | -4886264 | -3129234 | -4886264 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 76 | 73 | 80 | 76 | 73 | 80 |
Avg Bars in Losers | 46 | 48 | 45 | 46 | 48 | 45 |
Bars Traded | 13130 | 6488 | 6642 | 13130 | 6488 | 6642 |
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 | 668110 | 681988 | -274230 | 334523 | 315965 | -97768 |
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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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