Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572737.6748 | 1476833.5541 | 95904.1206 | 2593379.2368 | 7401623.118 | -4808243.8812 |
Total P&L (%) | 1572.7377 | 1476.8336 | 95.9041 | 2593.3792 | 7401.6231 | -4808.2439 |
Avg Daily Profit (%) | 0.7549 | 0.7089 | 0.046 | 0.1582 | 0.2075 | 0 |
Buy And Hold Return (%) | 120.2312 | 120.2312 | 120.2312 | 120.2312 | 120.2312 | 120.2312 |
Max Trade Drawdown | -156324 | -98829 | -106949 | -17815233 | -8621174 | -13196655 |
Profit Factor | 3.0532 | 4.7156 | 1.2602 | 1.0555 | 1.3186 | 0.7951 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 33.6538 | 32.6923 | 34.6154 | 33.6538 | 32.6923 | 34.6154 |
Ratio Avg Win / Avg Loss | 6.0191 | 9.7086 | 2.3804 | 2.0809 | 2.7148 | 1.5018 |
Largest Winning Trade | 1011980 | 1011980 | 66072 | 6245443 | 6245443 | 4037554 |
Largest Losing Trade | -43868 | -43868 | -22254 | -4563994 | -3463259 | -4563994 |
Avg Bars in Trades | 234 | 200 | 268 | 234 | 200 | 268 |
Avg Bars in Winners | 525 | 443 | 602 | 525 | 443 | 602 |
Avg Bars in Losers | 87 | 82 | 92 | 87 | 82 | 92 |
Bars Traded | 24409 | 10433 | 13976 | 24409 | 10433 | 13976 |
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 | 451194 | -167090 | -482291 | -156725 | -177653 | -764038 |
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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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