Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102073.0674 | 957520.0952 | 144552.9722 | 21507891.3452 | 30531773.8432 | -9023882.498 |
Total P&L (%) | 1102.0731 | 957.5201 | 144.553 | 21507.8913 | 30531.7738 | -9023.8825 |
Avg Daily Profit (%) | 0.5968 | 0.5185 | 0.0783 | 0.2915 | 0.3105 | 0 |
Buy And Hold Return (%) | 491.8737 | 491.8737 | 491.8737 | 491.8737 | 491.8737 | 491.8737 |
Max Trade Drawdown | -106173 | -60947 | -72470 | -30147282 | -23584491 | -19126250 |
Profit Factor | 2.4936 | 3.7336 | 1.3729 | 1.1328 | 1.3798 | 0.8894 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 41.4013 | 39.2405 | 43.5897 | 41.4013 | 39.2405 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.5294 | 5.7811 | 1.7768 | 1.6033 | 2.1365 | 1.151 |
Largest Winning Trade | 261322 | 261322 | 75758 | 23014579 | 23014579 | 10992272 |
Largest Losing Trade | -29652 | -18296 | -29652 | -8734126 | -7621244 | -8734126 |
Avg Bars in Trades | 139 | 127 | 150 | 139 | 127 | 150 |
Avg Bars in Winners | 241 | 226 | 254 | 241 | 226 | 254 |
Avg Bars in Losers | 67 | 63 | 70 | 67 | 63 | 70 |
Bars Traded | 21843 | 10092 | 11751 | 21843 | 10092 | 11751 |
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 | 301515 | -20760 | -289523 | -67064 | -20477 | -616062 |
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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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