Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048383.167 | 889490.7113 | 158892.4556 | 24447860.9925 | 21062287.4967 | 3385573.4958 |
Total P&L (%) | 1048.3832 | 889.4907 | 158.8925 | 24447.861 | 21062.2875 | 3385.5735 |
Avg Daily Profit (%) | 0.5759 | 0.4886 | 0.0873 | 0.3027 | 0.2946 | 0.1953 |
Buy And Hold Return (%) | 686.4278 | 686.4278 | 686.4278 | 686.4278 | 686.4278 | 686.4278 |
Max Trade Drawdown | -106282 | -81500 | -65411 | -36260334 | -22761515 | -28172458 |
Profit Factor | 2.1932 | 3.187 | 1.3367 | 1.2159 | 1.423 | 1.0534 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 52.5773 | 52.5773 | 52.5773 | 52.5773 | 52.5773 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.9782 | 2.8746 | 1.2056 | 1.0967 | 1.2835 | 0.9501 |
Largest Winning Trade | 287519 | 287519 | 74519 | 22558415 | 22558415 | 11614521 |
Largest Losing Trade | -46524 | -26114 | -46524 | -13285010 | -8811173 | -13285010 |
Avg Bars in Trades | 110 | 103 | 118 | 110 | 103 | 118 |
Avg Bars in Winners | 135 | 120 | 149 | 135 | 120 | 149 |
Avg Bars in Losers | 84 | 83 | 84 | 84 | 83 | 84 |
Bars Traded | 21528 | 10006 | 11522 | 21528 | 10006 | 11522 |
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 | 242379 | -57109 | -241869 | 354074 | 349925 | -156864 |
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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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