Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547983.2347 | 1355619.4578 | 192363.7768 | 8319320.9454 | -10452440.3072 | 18771761.2526 |
Total P&L (%) | 1547.9832 | 1355.6195 | 192.3638 | 8319.3209 | -10452.4403 | 18771.7613 |
Avg Daily Profit (%) | 0.6501 | 0.5693 | 0.0808 | 0.1863 | 0 | 0.2203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208329 | -107203 | -143414 | -54112594 | -50795122 | -25709657 |
Profit Factor | 3.2085 | 5.0078 | 1.5304 | 1.0638 | 0.87 | 1.3755 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 48.4211 | 46.8085 | 50 | 48.4211 | 46.8085 | 50 |
Ratio Avg Win / Avg Loss | 3.4178 | 5.6907 | 1.5304 | 1.1332 | 0.9886 | 1.3755 |
Largest Winning Trade | 768245 | 768245 | 76880 | 30893131 | 30893131 | 22725822 |
Largest Losing Trade | -43371 | -36848 | -43371 | -18940541 | -18940541 | -8016533 |
Avg Bars in Trades | 74 | 65 | 82 | 74 | 65 | 82 |
Avg Bars in Winners | 94 | 94 | 95 | 94 | 94 | 95 |
Avg Bars in Losers | 54 | 39 | 70 | 54 | 39 | 70 |
Bars Traded | 7033 | 3062 | 3971 | 7033 | 3062 | 3971 |
Profit Streak | 7.2451 | 0 | 10.9117 | 7.2451 | 0 | 10.9117 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660148 | 642044 | -81764 | -142092 | -581938 | 341577 |
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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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