Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002243.4185 | 869871.8871 | 132371.5314 | 14292325.0938 | 10392546.5901 | 3899778.5037 |
Total P&L (%) | 1002.2434 | 869.8719 | 132.3715 | 14292.3251 | 10392.5466 | 3899.7785 |
Avg Daily Profit (%) | 0.401 | 0.348 | 0.053 | 0.199 | 0.1864 | 0.1477 |
Buy And Hold Return (%) | 931.4452 | 931.4452 | 931.4452 | 931.4452 | 931.4452 | 931.4452 |
Max Trade Drawdown | -160518 | -106969 | -62411 | -792881 | -652712 | -219218 |
Profit Factor | 3.32 | 4.0218 | 1.9184 | 6.0078 | 6.1759 | 5.6089 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 57.8512 | 56.6667 | 59.0164 | 57.8512 | 56.6667 | 59.0164 |
Ratio Avg Win / Avg Loss | 2.4188 | 3.0755 | 1.3322 | 4.3771 | 4.7227 | 3.8951 |
Largest Winning Trade | 351023 | 351023 | 56435 | 4696257 | 4696257 | 1577260 |
Largest Losing Trade | -52358 | -52358 | -28368 | -652712 | -652712 | -146979 |
Avg Bars in Trades | 119 | 191 | 48 | 119 | 191 | 48 |
Avg Bars in Winners | 118 | 182 | 57 | 118 | 182 | 57 |
Avg Bars in Losers | 120 | 203 | 34 | 120 | 203 | 34 |
Bars Traded | 14454 | 11508 | 2946 | 14454 | 11508 | 2946 |
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 | -124688 | -317713 | -445946 | 644274 | -151866 | -149781 |
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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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