Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408124.4055 | 1428929.3699 | -20804.9644 | 6830511.6513 | 26184215.0421 | -19353703.3909 |
Total P&L (%) | 1408.1244 | 1428.9294 | -20.805 | 6830.5117 | 26184.215 | -19353.7034 |
Avg Daily Profit (%) | 0.7485 | 0.7596 | -0.0111 | 0.2256 | 0.2966 | 0 |
Buy And Hold Return (%) | 7827.701 | 7827.701 | 7827.701 | 7827.701 | 7827.701 | 7827.701 |
Max Trade Drawdown | -149612 | -119404 | -124852 | -28538835 | -14736218 | -21548991 |
Profit Factor | 2.7218 | 4.7509 | 0.9524 | 1.0872 | 1.7111 | 0.5334 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 46.5347 | 46.5347 | 46.5347 | 46.5347 | 46.5347 | 46.5347 |
Ratio Avg Win / Avg Loss | 3.1272 | 5.4585 | 1.0942 | 1.2492 | 1.9659 | 0.6128 |
Largest Winning Trade | 561111 | 561111 | 60160 | 22724350 | 22724350 | 4097017 |
Largest Losing Trade | -45713 | -45713 | -30550 | -5456304 | -5456304 | -5169823 |
Avg Bars in Trades | 36 | 37 | 34 | 36 | 37 | 34 |
Avg Bars in Winners | 50 | 56 | 45 | 50 | 56 | 45 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 7322 | 3836 | 3485 | 7322 | 3836 | 3485 |
Profit Streak | 0 | 9.7035 | 0 | 0 | 9.7035 | 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 | -148148 | -146313 | -580743 | -282381 | 300018 | -582410 |
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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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