Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1605850.383 | 1495667.2779 | 110183.1051 | 11696260.0539 | 12708728.7275 | -1012468.6736 |
Total P&L (%) | 1605.8504 | 1495.6673 | 110.1831 | 11696.2601 | 12708.7287 | -1012.4687 |
Avg Daily Profit (%) | 0.8815 | 0.821 | 0.0605 | 0.2622 | 0.2667 | 0 |
Buy And Hold Return (%) | 653.0943 | 653.0943 | 653.0943 | 653.0943 | 653.0943 | 653.0943 |
Max Trade Drawdown | -107704 | -62967 | -61239 | -20942741 | -12088789 | -11411897 |
Profit Factor | 3.1646 | 5.2865 | 1.2804 | 1.1388 | 1.3116 | 0.9767 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 31.0526 | 30.5263 | 31.5789 | 31.0526 | 30.5263 | 31.5789 |
Ratio Avg Win / Avg Loss | 7.0264 | 12.0314 | 2.7742 | 2.5286 | 2.985 | 2.1162 |
Largest Winning Trade | 936037 | 936037 | 76248 | 14693281 | 14693281 | 8277014 |
Largest Losing Trade | -22398 | -18458 | -22398 | -4305083 | -2722881 | -4305083 |
Avg Bars in Trades | 56 | 50 | 62 | 56 | 50 | 62 |
Avg Bars in Winners | 136 | 125 | 146 | 136 | 125 | 146 |
Avg Bars in Losers | 20 | 16 | 23 | 20 | 16 | 23 |
Bars Traded | 10691 | 4756 | 5935 | 10691 | 4756 | 5935 |
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 | 326909 | 300990 | -284326 | -64501 | 72007 | -585464 |
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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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