Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039298.8265 | 906489.8788 | 132808.9477 | 11640869.8097 | 18382580.5413 | -6741710.7316 |
Total P&L (%) | 1039.2988 | 906.4899 | 132.8089 | 11640.8698 | 18382.5805 | -6741.7107 |
Avg Daily Profit (%) | 0.5696 | 0.4968 | 0.0728 | 0.2615 | 0.2865 | 0 |
Buy And Hold Return (%) | 698.9808 | 698.9808 | 698.9808 | 698.9808 | 698.9808 | 698.9808 |
Max Trade Drawdown | -118530 | -107478 | -55209 | -22609255 | -13280845 | -12051747 |
Profit Factor | 2.1802 | 3.1909 | 1.2845 | 1.1223 | 1.4083 | 0.8655 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 48.5356 | 47.0588 | 50 | 48.5356 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 2.3118 | 3.5897 | 1.2845 | 1.1901 | 1.5844 | 0.8655 |
Largest Winning Trade | 310339 | 310339 | 53812 | 9421440 | 9421440 | 5138778 |
Largest Losing Trade | -34010 | -26909 | -34010 | -8859218 | -5733029 | -8859218 |
Avg Bars in Trades | 44 | 42 | 47 | 44 | 42 | 47 |
Avg Bars in Winners | 63 | 63 | 64 | 63 | 63 | 64 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 10701 | 5018 | 5683 | 10701 | 5018 | 5683 |
Profit Streak | 0 | 21.8231 | 0 | 0 | 21.8231 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 61950 | -57576 | -261783 | -76707 | 352852 | -581013 |
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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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