Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2267193.4231 | 2224398.7571 | 42794.666 | 2248947.0876 | 9968821.0938 | -7719874.0062 |
Total P&L (%) | 2267.1934 | 2224.3988 | 42.7947 | 2248.9471 | 9968.8211 | -7719.874 |
Avg Daily Profit (%) | 1.0214 | 1.0021 | 0.0193 | 0.1423 | 0.208 | 0 |
Buy And Hold Return (%) | 825.1164 | 825.1164 | 825.1164 | 825.1164 | 825.1164 | 825.1164 |
Max Trade Drawdown | -156049 | -94386 | -98208 | -15591176 | -7578995 | -8656788 |
Profit Factor | 3.8822 | 6.8336 | 1.1056 | 1.0471 | 1.4265 | 0.6827 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 34 | 32 | 36 | 34 | 32 | 36 |
Ratio Avg Win / Avg Loss | 7.5361 | 14.5215 | 1.9655 | 2.0327 | 3.0313 | 1.2136 |
Largest Winning Trade | 2030738 | 2030738 | 54251 | 16055003 | 16055003 | 3370205 |
Largest Losing Trade | -37017 | -30108 | -37017 | -4166127 | -2527230 | -4166127 |
Avg Bars in Trades | 87 | 76 | 97 | 87 | 76 | 97 |
Avg Bars in Winners | 193 | 169 | 214 | 193 | 169 | 214 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 13058 | 5774 | 7284 | 13058 | 5774 | 7284 |
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 | 416229 | -45469 | -498549 | -178989 | -53884 | -641513 |
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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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