Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515090.3198 | 1442777.3436 | 72312.9762 | 40467101.8183 | 43545137.1961 | -3078035.3778 |
Total P&L (%) | 1515.0903 | 1442.7773 | 72.313 | 40467.1018 | 43545.1372 | -3078.0354 |
Avg Daily Profit (%) | 0.8099 | 0.7713 | 0.0387 | 0.3216 | 0.3255 | 0 |
Buy And Hold Return (%) | 6744.4805 | 6744.4805 | 6744.4805 | 6744.4805 | 6744.4805 | 6744.4805 |
Max Trade Drawdown | -109498 | -59704 | -105119 | -13749545 | -6654518 | -10727780 |
Profit Factor | 4.1494 | 7.7535 | 1.2704 | 1.8317 | 3.4251 | 0.8997 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 40.9449 | 34.9206 | 46.875 | 40.9449 | 34.9206 | 46.875 |
Ratio Avg Win / Avg Loss | 5.9847 | 14.4497 | 1.4398 | 2.6419 | 6.3831 | 1.0197 |
Largest Winning Trade | 515311 | 515311 | 61452 | 17899678 | 17899678 | 9787775 |
Largest Losing Trade | -32973 | -26815 | -32973 | -4158361 | -2057615 | -4158361 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 79 | 100 | 63 | 79 | 100 | 63 |
Avg Bars in Losers | 17 | 11 | 23 | 17 | 11 | 23 |
Bars Traded | 5411 | 2689 | 2722 | 5411 | 2689 | 2722 |
Profit Streak | 0 | 82.4717 | 0 | 0 | 82.4717 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148616 | -296189 | -447535 | 313229 | -136562 | -719506 |
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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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