Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2593693.9759 | 2466756.825 | 126937.1509 | 3684666.2719 | 1410197.5143 | 2274468.7576 |
Total P&L (%) | 2593.694 | 2466.7568 | 126.9372 | 3684.6663 | 1410.1975 | 2274.4688 |
Avg Daily Profit (%) | 1.245 | 1.184 | 0.0609 | 0.1746 | 0.1304 | 0.1521 |
Buy And Hold Return (%) | 314.8111 | 314.8111 | 314.8111 | 314.8111 | 314.8111 | 314.8111 |
Max Trade Drawdown | -106197 | -81289 | -92773 | -8938473 | -6922189 | -6983500 |
Profit Factor | 3.6472 | 6.2773 | 1.2477 | 1.074 | 1.0592 | 1.0876 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 38.4956 | 33.6283 | 43.3628 | 38.4956 | 33.6283 | 43.3628 |
Ratio Avg Win / Avg Loss | 5.8271 | 12.3895 | 1.6297 | 1.716 | 2.0906 | 1.4205 |
Largest Winning Trade | 2319365 | 2319365 | 49691 | 4070727 | 4070727 | 3748565 |
Largest Losing Trade | -53541 | -23885 | -53541 | -3187446 | -1868192 | -3187446 |
Avg Bars in Trades | 109 | 96 | 122 | 109 | 96 | 122 |
Avg Bars in Winners | 185 | 163 | 202 | 185 | 163 | 202 |
Avg Bars in Losers | 62 | 63 | 60 | 62 | 63 | 60 |
Bars Traded | 24767 | 10952 | 13815 | 24767 | 10952 | 13815 |
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 | 614301 | 554658 | -279303 | -133448 | -181190 | -119382 |
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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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