Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436084.5426 | 1296588.0497 | 139496.4929 | 73855545.0045 | 77502769.9626 | -3647224.9582 |
Total P&L (%) | 1436.0845 | 1296.5881 | 139.4965 | 73855.545 | 77502.77 | -3647.225 |
Avg Daily Profit (%) | 0.703 | 0.6348 | 0.0683 | 0.3239 | 0.3263 | 0 |
Buy And Hold Return (%) | 2560.3271 | 2560.3271 | 2560.3271 | 2560.3271 | 2560.3271 | 2560.3271 |
Max Trade Drawdown | -135174 | -65468 | -212350 | -21842329 | -11957911 | -46619998 |
Profit Factor | 2.2688 | 3.699 | 1.2141 | 1.4886 | 2.2929 | 0.96 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 45.9596 | 47.4747 | 44.4444 | 45.9596 | 47.4747 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6677 | 4.0925 | 1.5177 | 1.7503 | 2.5368 | 1.2 |
Largest Winning Trade | 364850 | 364850 | 56490 | 23518928 | 23518928 | 20868667 |
Largest Losing Trade | -41528 | -21901 | -41528 | -19408276 | -7178973 | -19408276 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 12158 | 5686 | 6472 | 12158 | 5686 | 6472 |
Profit Streak | 0 | 0 | 296.3358 | 0 | 0 | 296.3358 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149656 | -148455 | -268721 | 392753 | 439569 | -580973 |
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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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