Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2983920.0258 | 2851761.9859 | 132158.0399 | 12034324.9835 | 18145852.2096 | -6111527.2261 |
Total P&L (%) | 2983.92 | 2851.762 | 132.158 | 12034.325 | 18145.8522 | -6111.5272 |
Avg Daily Profit (%) | 1.3408 | 1.2814 | 0.0594 | 0.2159 | 0.2342 | 0 |
Buy And Hold Return (%) | 482.8824 | 482.8824 | 482.8824 | 482.8824 | 482.8824 | 482.8824 |
Max Trade Drawdown | -153508 | -86875 | -94779 | -27704499 | -11202552 | -21631766 |
Profit Factor | 3.9134 | 6.7249 | 1.2512 | 1.107 | 1.3653 | 0.9027 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 44.6078 | 41.1765 | 48.0392 | 44.6078 | 41.1765 | 48.0392 |
Ratio Avg Win / Avg Loss | 4.8594 | 9.607 | 1.3533 | 1.3746 | 1.9504 | 0.9764 |
Largest Winning Trade | 2440574 | 2440574 | 50181 | 16079509 | 16079509 | 6740040 |
Largest Losing Trade | -60403 | -32995 | -60403 | -16925920 | -4060004 | -16925920 |
Avg Bars in Trades | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Winners | 101 | 105 | 98 | 101 | 105 | 98 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 13208 | 6736 | 6472 | 13208 | 6736 | 6472 |
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 | 686065 | 636079 | -280664 | -95729 | 223578 | -581822 |
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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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