Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544540.9044 | 1459876.3664 | 84664.538 | 4210985.908 | 7401404.0503 | -3190418.1423 |
Total P&L (%) | 1544.5409 | 1459.8764 | 84.6645 | 4210.9859 | 7401.4041 | -3190.4181 |
Avg Daily Profit (%) | 0.8515 | 0.8048 | 0.0467 | 0.2077 | 0.2383 | 0 |
Buy And Hold Return (%) | 725.7141 | 725.7141 | 725.7141 | 725.7141 | 725.7141 | 725.7141 |
Max Trade Drawdown | -133768 | -89110 | -76216 | -18972022 | -11555216 | -9136654 |
Profit Factor | 2.9861 | 4.1323 | 1.2717 | 1.0813 | 1.2396 | 0.8476 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 52.381 | 45.7143 | 59.0476 | 52.381 | 45.7143 | 59.0476 |
Ratio Avg Win / Avg Loss | 2.7146 | 4.9071 | 0.882 | 0.983 | 1.4721 | 0.5879 |
Largest Winning Trade | 678921 | 678921 | 64867 | 16710767 | 16710767 | 2142416 |
Largest Losing Trade | -43467 | -43467 | -23607 | -5039670 | -5039670 | -4359154 |
Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Winners | 38 | 52 | 28 | 38 | 52 | 28 |
Avg Bars in Losers | 25 | 30 | 19 | 25 | 30 | 19 |
Bars Traded | 6825 | 4239 | 2586 | 6825 | 4239 | 2586 |
Profit Streak | 0 | 83.4147 | 0 | 0 | 83.4147 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514374 | 451366 | -296933 | -124094 | 255622 | -579601 |
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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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