Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051929.842 | 1039236.3966 | 12693.4454 | 13109590.874 | 15978620.8805 | -2869030.0065 |
Total P&L (%) | 1051.9298 | 1039.2364 | 12.6934 | 13109.5909 | 15978.6209 | -2869.03 |
Avg Daily Profit (%) | 0.5624 | 0.5556 | 0.0068 | 0.2614 | 0.272 | 0 |
Buy And Hold Return (%) | 6235.3452 | 6235.3452 | 6235.3452 | 6235.3452 | 6235.3452 | 6235.3452 |
Max Trade Drawdown | -74928 | -77000 | -113716 | -7004882 | -3515515 | -6560608 |
Profit Factor | 2.2095 | 3.73 | 1.026 | 1.3507 | 1.9012 | 0.854 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Losing Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Profitability (%) | 49.0196 | 52.9412 | 45.098 | 49.0196 | 52.9412 | 45.098 |
Ratio Avg Win / Avg Loss | 2.2979 | 3.3156 | 1.249 | 1.4047 | 1.6899 | 1.0396 |
Largest Winning Trade | 320823 | 320823 | 55889 | 6103584 | 6103584 | 2912598 |
Largest Losing Trade | -41205 | -20960 | -41205 | -2421634 | -2421634 | -1948267 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3665 | 1964 | 1702 | 3665 | 1964 | 1702 |
Profit Streak | 31.1402 | 82.6402 | 0 | 31.1402 | 82.6402 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148933 | -146094 | -543423 | 153193 | 378177 | -581022 |
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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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