Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592173.6941 | 1485248.0149 | 106925.6792 | 100031949.8558 | 77792174.4895 | 22239775.3664 |
Total P&L (%) | 1592.1737 | 1485.248 | 106.9257 | 100031.9499 | 77792.1745 | 22239.7754 |
Avg Daily Profit (%) | 0.7016 | 0.6544 | 0.0471 | 0.3049 | 0.2938 | 0.2386 |
Buy And Hold Return (%) | 10383.4836 | 10383.4836 | 10383.4836 | 10383.4836 | 10383.4836 | 10383.4836 |
Max Trade Drawdown | -99507 | -74371 | -131977 | -36818219 | -9806070 | -28864238 |
Profit Factor | 3.9718 | 8.1611 | 1.3256 | 2.2882 | 3.4703 | 1.4818 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 43.8095 | 44.2308 | 43.3962 | 43.8095 | 44.2308 | 43.3962 |
Ratio Avg Win / Avg Loss | 5.0943 | 10.29 | 1.7291 | 2.9349 | 4.3755 | 1.9328 |
Largest Winning Trade | 548904 | 548904 | 60790 | 43055985 | 43055985 | 24959798 |
Largest Losing Trade | -49580 | -19860 | -49580 | -15367090 | -4935578 | -15367090 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 73 | 76 | 71 | 73 | 76 | 71 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 4247 | 2162 | 2085 | 4247 | 2162 | 2085 |
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 | -148540 | -327626 | -477037 | 401852 | -166821 | -177893 |
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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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