Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672145.9844 | 1403549.3445 | 268596.6398 | 36047044.7375 | 9070725.6065 | 26976319.131 |
Total P&L (%) | 1672.146 | 1403.5493 | 268.5966 | 36047.0447 | 9070.7256 | 26976.3191 |
Avg Daily Profit (%) | 0.7004 | 0.5879 | 0.1125 | 0.247 | 0.1894 | 0.2349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80642 | -39542 | -78989 | -28795728 | -21718628 | -13435303 |
Profit Factor | 3.7377 | 5.7684 | 1.8488 | 1.3074 | 1.1425 | 1.5031 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 48.9796 | 46.9388 | 51.0204 | 48.9796 | 46.9388 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.8935 | 6.5208 | 1.7749 | 1.3618 | 1.2915 | 1.443 |
Largest Winning Trade | 792657 | 792657 | 70504 | 20338323 | 14569126 | 20338323 |
Largest Losing Trade | -50249 | -34557 | -50249 | -13163477 | -9655269 | -13163477 |
Avg Bars in Trades | 142 | 96 | 188 | 142 | 96 | 188 |
Avg Bars in Winners | 225 | 153 | 292 | 225 | 153 | 292 |
Avg Bars in Losers | 62 | 45 | 80 | 62 | 45 | 80 |
Bars Traded | 13960 | 4719 | 9241 | 13960 | 4719 | 9241 |
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 | 685726 | 670218 | -39067 | 303572 | -56943 | 356023 |
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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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