Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786065.3452 | 716035.4737 | 70029.8716 | 6590264.904 | 14033158.2991 | -7442893.3951 |
Total P&L (%) | 786.0653 | 716.0355 | 70.0299 | 6590.2649 | 14033.1583 | -7442.8934 |
Avg Daily Profit (%) | 0.3773 | 0.3437 | 0.0336 | 0.202 | 0.2379 | 0 |
Buy And Hold Return (%) | 872.029 | 872.029 | 872.029 | 872.029 | 872.029 | 872.029 |
Max Trade Drawdown | -134039 | -73836 | -108379 | -21260627 | -9567409 | -18697540 |
Profit Factor | 2.0651 | 2.9657 | 1.1874 | 1.0884 | 1.3948 | 0.809 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 49.711 | 52.3256 | 47.1264 | 49.711 | 52.3256 | 47.1264 |
Ratio Avg Win / Avg Loss | 2.0891 | 2.7021 | 1.3322 | 1.1011 | 1.2708 | 0.9077 |
Largest Winning Trade | 152352 | 152352 | 50598 | 10442520 | 10442520 | 5093230 |
Largest Losing Trade | -48270 | -29220 | -48270 | -6808606 | -4039117 | -6808606 |
Avg Bars in Trades | 142 | 136 | 148 | 142 | 136 | 148 |
Avg Bars in Winners | 186 | 180 | 193 | 186 | 180 | 193 |
Avg Bars in Losers | 98 | 87 | 108 | 98 | 87 | 108 |
Bars Traded | 24644 | 11717 | 12927 | 24644 | 11717 | 12927 |
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 | -151504 | -150870 | -329622 | -114408 | 324080 | -582217 |
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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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