Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221290.1883 | 1057148.5044 | 164141.6839 | 30894633.7867 | 10159198.1686 | 20735435.6181 |
Total P&L (%) | 1221.2902 | 1057.1485 | 164.1417 | 30894.6338 | 10159.1982 | 20735.4356 |
Avg Daily Profit (%) | 0.5175 | 0.4479 | 0.0696 | 0.2434 | 0.1964 | 0.2265 |
Buy And Hold Return (%) | 544.3894 | 544.3894 | 544.3894 | 544.3894 | 544.3894 | 544.3894 |
Max Trade Drawdown | -115253 | -108154 | -68119 | -20342649 | -13741390 | -8539541 |
Profit Factor | 2.9783 | 4.2231 | 1.5673 | 1.492 | 1.259 | 1.8801 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 50 | 41.5094 | 58.4906 | 50 | 41.5094 | 58.4906 |
Ratio Avg Win / Avg Loss | 2.9783 | 5.9508 | 1.1123 | 1.492 | 1.774 | 1.3342 |
Largest Winning Trade | 296756 | 296756 | 59208 | 11179040 | 11179040 | 7514377 |
Largest Losing Trade | -48476 | -28044 | -48476 | -6709910 | -6709910 | -3723443 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 55 | 61 | 51 | 55 | 61 | 51 |
Avg Bars in Losers | 31 | 26 | 38 | 31 | 26 | 38 |
Bars Traded | 4619 | 2173 | 2446 | 4619 | 2173 | 2446 |
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 | 412394 | -173251 | -443085 | 358118 | -174405 | -168232 |
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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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