Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087353.6269 | 910695.7117 | 176657.9151 | 29502293.1908 | 10460886.0269 | 19041407.1638 |
Total P&L (%) | 1087.3536 | 910.6957 | 176.6579 | 29502.2932 | 10460.886 | 19041.4072 |
Avg Daily Profit (%) | 0.5936 | 0.4972 | 0.0964 | 0.3112 | 0.2547 | 0.2873 |
Buy And Hold Return (%) | 574.446 | 574.446 | 574.446 | 574.446 | 574.446 | 574.446 |
Max Trade Drawdown | -81855 | -86846 | -39776 | -14975470 | -14873862 | -6898403 |
Profit Factor | 3.0177 | 3.9784 | 1.7577 | 1.3805 | 1.2134 | 1.6679 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 49.4949 | 44.898 | 54 | 49.4949 | 44.898 | 54 |
Ratio Avg Win / Avg Loss | 3.0792 | 4.8826 | 1.4973 | 1.4087 | 1.4892 | 1.4208 |
Largest Winning Trade | 234286 | 234286 | 59921 | 10517304 | 10517304 | 8496908 |
Largest Losing Trade | -39776 | -26626 | -39776 | -5619385 | -5619385 | -3944504 |
Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Winners | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 5138 | 2365 | 2773 | 5138 | 2365 | 2773 |
Profit Streak | 0 | 99.703 | 0 | 0 | 99.703 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346698 | 239136 | -407304 | 346714 | 242364 | -168704 |
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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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