Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951077.4105 | 778539.3918 | 172538.0188 | 38515140.0657 | 41129593.9098 | -2614453.8441 |
Total P&L (%) | 951.0774 | 778.5394 | 172.538 | 38515.1401 | 41129.5939 | -2614.4538 |
Avg Daily Profit (%) | 0.3803 | 0.3113 | 0.069 | 0.2385 | 0.2411 | 0 |
Buy And Hold Return (%) | 789.6796 | 789.6796 | 789.6796 | 789.6796 | 789.6796 | 789.6796 |
Max Trade Drawdown | -89911 | -81961 | -87384 | -38634027 | -14368725 | -24265302 |
Profit Factor | 2.0935 | 2.8405 | 1.3862 | 1.3279 | 1.7721 | 0.9593 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Losing Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Profitability (%) | 52.6316 | 56.7308 | 48.5714 | 52.6316 | 56.7308 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.8842 | 2.1665 | 1.4678 | 1.1951 | 1.3516 | 1.0157 |
Largest Winning Trade | 162435 | 162435 | 59707 | 14867533 | 14867533 | 10245378 |
Largest Losing Trade | -32101 | -32101 | -31710 | -16702940 | -7885880 | -16702940 |
Avg Bars in Trades | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Winners | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Losers | 40 | 55 | 28 | 40 | 55 | 28 |
Bars Traded | 9714 | 5754 | 3960 | 9714 | 5754 | 3960 |
Profit Streak | 76.8865 | 93.6365 | 76.8865 | 76.8865 | 93.6365 | 76.8865 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85778 | -149811 | -265845 | 413090 | 438939 | -578977 |
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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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