Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238777.881 | 1059037.3205 | 179740.5605 | 36535541.6355 | 32083779.4094 | 4451762.2261 |
Total P&L (%) | 1238.7779 | 1059.0373 | 179.7406 | 36535.5416 | 32083.7794 | 4451.7622 |
Avg Daily Profit (%) | 0.4953 | 0.4234 | 0.0719 | 0.2363 | 0.2311 | 0.1528 |
Buy And Hold Return (%) | 452.6648 | 452.6648 | 452.6648 | 452.6648 | 452.6648 | 452.6648 |
Max Trade Drawdown | -76160 | -60681 | -53880 | -54627299 | -45851400 | -38929765 |
Profit Factor | 3.4114 | 4.9206 | 1.7379 | 1.1892 | 1.291 | 1.0538 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 37.3832 | 31.4815 | 43.3962 | 37.3832 | 31.4815 | 43.3962 |
Ratio Avg Win / Avg Loss | 5.7141 | 10.7095 | 2.2668 | 1.992 | 2.8098 | 1.3745 |
Largest Winning Trade | 392533 | 392533 | 58207 | 44167467 | 44167467 | 20922963 |
Largest Losing Trade | -25607 | -19692 | -25607 | -22122136 | -13005753 | -22122136 |
Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
Avg Bars in Winners | 98 | 96 | 99 | 98 | 96 | 99 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 4895 | 2108 | 2787 | 4895 | 2108 | 2787 |
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 | 328267 | -174475 | -442090 | -7535 | -178090 | -336391 |
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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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