Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769510.909 | 1919092.3405 | -149581.4315 | -819485.6369 | -1958311.5389 | 1138825.902 |
Total P&L (%) | 1769.5109 | 1919.0923 | -149.5814 | -819.4856 | -1958.3115 | 1138.8259 |
Avg Daily Profit (%) | 0.7818 | 0.8479 | -0.0661 | 0 | 0 | 0.1113 |
Buy And Hold Return (%) | 276.0753 | 276.0753 | 276.0753 | 276.0753 | 276.0753 | 276.0753 |
Max Trade Drawdown | -245184 | -112717 | -254618 | -6951250 | -5557030 | -2552350 |
Profit Factor | 2.6504 | 5.3487 | 0.7629 | 0.9606 | 0.8391 | 1.132 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 76 | 33 | 43 | 79 | 45 | 34 |
Losing Trades | 79 | 45 | 34 | 76 | 33 | 43 |
Profitability (%) | 49.0323 | 42.3077 | 55.8442 | 50.9677 | 57.6923 | 44.1558 |
Ratio Avg Win / Avg Loss | 2.755 | 7.2936 | 0.6032 | 0.9241 | 0.6154 | 1.4317 |
Largest Winning Trade | 1869333 | 1869333 | 47894 | 1527295 | 1470335 | 1527295 |
Largest Losing Trade | -216641 | -31739 | -216641 | -3822438 | -3822438 | -1770636 |
Avg Bars in Trades | 56 | 54 | 59 | 56 | 54 | 59 |
Avg Bars in Winners | 77 | 79 | 76 | 45 | 43 | 47 |
Avg Bars in Losers | 36 | 36 | 37 | 68 | 69 | 68 |
Bars Traded | 8800 | 4236 | 4564 | 8800 | 4236 | 4564 |
Profit Streak | 0 | 0 | 46.1796 | 14.9296 | 61.4296 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 651899 | -16223 | -621143 | -579253 | -612985 | -165683 |
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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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