Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1850564.8102 | 1650181.3932 | 200383.417 | 14184160.3551 | -1037705.496 | 15221865.8512 |
Total P&L (%) | 1850.5648 | 1650.1814 | 200.3834 | 14184.1604 | -1037.7055 | 15221.8659 |
Avg Daily Profit (%) | 0.9931 | 0.8855 | 0.1075 | 0.2666 | 0 | 0.2704 |
Buy And Hold Return (%) | 67.5717 | 67.5717 | 67.5717 | 67.5717 | 67.5717 | 67.5717 |
Max Trade Drawdown | -97277 | -87944 | -40553 | -9021657 | -7909923 | -3372661 |
Profit Factor | 4.6521 | 7.6066 | 1.7799 | 1.3571 | 0.9548 | 1.9078 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 50.5319 | 43.617 | 57.4468 | 50.5319 | 43.617 | 57.4468 |
Ratio Avg Win / Avg Loss | 4.5542 | 9.8329 | 1.3185 | 1.3286 | 1.2342 | 1.4132 |
Largest Winning Trade | 1464071 | 1464071 | 60744 | 7192977 | 5161641 | 7192977 |
Largest Losing Trade | -25355 | -22627 | -25355 | -2524788 | -2524788 | -1736226 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Losers | 37 | 30 | 46 | 37 | 30 | 46 |
Bars Traded | 10942 | 4641 | 6301 | 10942 | 4641 | 6301 |
Profit Streak | 0 | 0 | 46.5791 | 0 | 0 | 46.5791 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 789363 | 683387 | -48228 | 363366 | -581896 | 476314 |
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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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