Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283721.7019 | 1192756.9033 | 90964.7987 | 6054445.6727 | 5772372.3093 | 282073.3633 |
Total P&L (%) | 1283.7217 | 1192.7569 | 90.9648 | 6054.4457 | 5772.3723 | 282.0734 |
Avg Daily Profit (%) | 0.5833 | 0.542 | 0.0413 | 0.1874 | 0.1852 | 0.0609 |
Buy And Hold Return (%) | 503.5931 | 503.5931 | 503.5931 | 503.5931 | 503.5931 | 503.5931 |
Max Trade Drawdown | -104767 | -84080 | -75302 | -2066135 | -1666092 | -1626736 |
Profit Factor | 2.8232 | 4.1813 | 1.2763 | 1.418 | 1.7308 | 1.0428 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 44.1341 | 40 | 48.3146 | 44.1341 | 40 | 48.3146 |
Ratio Avg Win / Avg Loss | 3.5737 | 6.2719 | 1.3654 | 1.7949 | 2.5963 | 1.1156 |
Largest Winning Trade | 600915 | 600915 | 67800 | 4153344 | 4153344 | 889454 |
Largest Losing Trade | -25209 | -25209 | -22215 | -1057580 | -811797 | -1057580 |
Avg Bars in Trades | 73 | 58 | 87 | 73 | 58 | 87 |
Avg Bars in Winners | 117 | 102 | 130 | 117 | 102 | 130 |
Avg Bars in Losers | 37 | 29 | 47 | 37 | 29 | 47 |
Bars Traded | 13074 | 5272 | 7802 | 13074 | 5272 | 7802 |
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 | 426504 | 342738 | -304503 | 306070 | 251634 | -451744 |
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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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