Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432029.2097 | 1292808.7278 | 139220.482 | 15669075.5293 | 12963840.8004 | 2705234.7289 |
Total P&L (%) | 1432.0292 | 1292.8087 | 139.2205 | 15669.0755 | 12963.8408 | 2705.2347 |
Avg Daily Profit (%) | 0.7891 | 0.7124 | 0.0767 | 0.2793 | 0.2689 | 0.1839 |
Buy And Hold Return (%) | 567.4121 | 567.4121 | 567.4121 | 567.4121 | 567.4121 | 567.4121 |
Max Trade Drawdown | -97036 | -69856 | -70655 | -9012724 | -3599015 | -6924199 |
Profit Factor | 3.4823 | 5.9335 | 1.4422 | 1.4 | 1.7103 | 1.1293 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 42.5641 | 37.1134 | 47.9592 | 42.5641 | 37.1134 | 47.9592 |
Ratio Avg Win / Avg Loss | 4.699 | 10.0539 | 1.5649 | 1.8891 | 2.8981 | 1.2254 |
Largest Winning Trade | 636068 | 636068 | 73738 | 8297022 | 8297022 | 7531644 |
Largest Losing Trade | -36725 | -14737 | -36725 | -3493717 | -2472364 | -3493717 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 101 | 108 | 95 | 101 | 108 | 95 |
Avg Bars in Losers | 19 | 16 | 24 | 19 | 16 | 24 |
Bars Traded | 10632 | 4902 | 5730 | 10632 | 4902 | 5730 |
Profit Streak | 12.6013 | 0 | 13.768 | 12.6013 | 0 | 13.768 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537945 | 380065 | -254715 | 333529 | 236185 | -72433 |
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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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