Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088397.4258 | 824047.3983 | 264350.0275 | 33066788.4996 | -11190606.2487 | 44257394.7482 |
Total P&L (%) | 1088.3974 | 824.0474 | 264.35 | 33066.7885 | -11190.6062 | 44257.3947 |
Avg Daily Profit (%) | 0.4609 | 0.349 | 0.1119 | 0.2461 | 0 | 0.2584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91632 | -82411 | -72368 | -45692776 | -39777908 | -8102830 |
Profit Factor | 2.5187 | 3.0034 | 1.8657 | 1.3794 | 0.8291 | 3.0439 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 47.1795 | 42.8571 | 51.5464 | 47.1795 | 42.8571 | 51.5464 |
Ratio Avg Win / Avg Loss | 2.8198 | 4.0045 | 1.7538 | 1.5444 | 1.1055 | 2.8613 |
Largest Winning Trade | 241437 | 241437 | 60068 | 29480396 | 23351961 | 29480396 |
Largest Losing Trade | -29718 | -25687 | -29718 | -11907869 | -11907869 | -4652432 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 67 | 75 | 61 | 67 | 75 | 61 |
Avg Bars in Losers | 26 | 33 | 17 | 26 | 33 | 17 |
Bars Traded | 8927 | 5033 | 3894 | 8927 | 5033 | 3894 |
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 | 539742 | 431165 | -40104 | 361301 | -582181 | 513252 |
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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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