Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2136755.7886 | 1991247.7989 | 145507.9898 | 14141132.2435 | -6717525.7426 | 20858657.986 |
Total P&L (%) | 2136.7558 | 1991.2478 | 145.508 | 14141.1322 | -6717.5257 | 20858.658 |
Avg Daily Profit (%) | 1.1967 | 1.1152 | 0.0815 | 0.2781 | 0 | 0.2998 |
Buy And Hold Return (%) | 319.9809 | 319.9809 | 319.9809 | 319.9809 | 319.9809 | 319.9809 |
Max Trade Drawdown | -139563 | -88556 | -64711 | -50498759 | -35753725 | -20839733 |
Profit Factor | 6.0825 | 10.3071 | 1.7048 | 1.1121 | 0.896 | 1.339 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 33.3333 | 29.7872 | 36.9565 | 33.3333 | 29.7872 | 36.9565 |
Ratio Avg Win / Avg Loss | 12.165 | 24.2953 | 2.9081 | 2.2243 | 2.112 | 2.2842 |
Largest Winning Trade | 1124960 | 1124960 | 68309 | 22060692 | 18460148 | 22060692 |
Largest Losing Trade | -22450 | -19359 | -22450 | -7575173 | -7453798 | -7575173 |
Avg Bars in Trades | 36 | 28 | 44 | 36 | 28 | 44 |
Avg Bars in Winners | 87 | 73 | 99 | 87 | 73 | 99 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3420 | 1359 | 2062 | 3420 | 1359 | 2062 |
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 | 561252 | 471357 | -251693 | -93605 | -586356 | 191715 |
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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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