Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1722818.7769 | 1597789.9833 | 125028.7936 | 8308847.0295 | -2990430.7365 | 11299277.766 |
Total P&L (%) | 1722.8188 | 1597.79 | 125.0288 | 8308.847 | -2990.4307 | 11299.2778 |
Avg Daily Profit (%) | 0.955 | 0.8857 | 0.0693 | 0.246 | 0 | 0.2629 |
Buy And Hold Return (%) | 283.547 | 283.547 | 283.547 | 283.547 | 283.547 | 283.547 |
Max Trade Drawdown | -88832 | -77304 | -94254 | -12956688 | -13794092 | -5352981 |
Profit Factor | 4.2201 | 6.9664 | 1.4679 | 1.1943 | 0.8811 | 1.6412 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 34.7826 | 26.087 | 43.4783 | 34.7826 | 26.087 | 43.4783 |
Ratio Avg Win / Avg Loss | 7.9128 | 19.7383 | 1.9083 | 2.2393 | 2.4963 | 2.1336 |
Largest Winning Trade | 1296289 | 1296289 | 69063 | 6675381 | 6675381 | 4607111 |
Largest Losing Trade | -30734 | -23646 | -30734 | -3232930 | -2528943 | -3232930 |
Avg Bars in Trades | 225 | 182 | 268 | 225 | 182 | 268 |
Avg Bars in Winners | 482 | 474 | 487 | 482 | 474 | 487 |
Avg Bars in Losers | 88 | 79 | 100 | 88 | 79 | 100 |
Bars Traded | 20758 | 8407 | 12351 | 20758 | 8407 | 12351 |
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 | 512461 | -4092 | -266421 | -2923 | -602950 | 331929 |
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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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