Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2488062.9374 | 2341115.4816 | 146947.4558 | 12233468.9826 | 11581682.8241 | 651786.1584 |
Total P&L (%) | 2488.0629 | 2341.1155 | 146.9475 | 12233.469 | 11581.6828 | 651.7862 |
Avg Daily Profit (%) | 1.1171 | 1.0512 | 0.066 | 0.2164 | 0.214 | 0.0906 |
Buy And Hold Return (%) | 477.1281 | 477.1281 | 477.1281 | 477.1281 | 477.1281 | 477.1281 |
Max Trade Drawdown | -114018 | -85006 | -97642 | -36092382 | -20303171 | -22342144 |
Profit Factor | 4.4447 | 7.4189 | 1.411 | 1.1093 | 1.2322 | 1.0105 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 51.8519 | 54.321 | 49.3827 | 51.8519 | 54.321 | 49.3827 |
Ratio Avg Win / Avg Loss | 4.1272 | 6.2386 | 1.4462 | 1.0301 | 1.0362 | 1.0358 |
Largest Winning Trade | 2099491 | 2099491 | 52128 | 11675533 | 11675533 | 6634589 |
Largest Losing Trade | -56174 | -56174 | -39742 | -15831825 | -5900683 | -15831825 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 103 | 85 | 122 | 103 | 85 | 122 |
Avg Bars in Losers | 56 | 53 | 58 | 56 | 53 | 58 |
Bars Traded | 13056 | 5739 | 7317 | 13056 | 5739 | 7317 |
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 | 746192 | 327528 | -282048 | -90996 | -3571 | -344622 |
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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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