Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619475.4396 | 1469232.0533 | 150243.3863 | 23383522.3215 | 27124581.4017 | -3741059.0802 |
Total P&L (%) | 1619.4754 | 1469.2321 | 150.2434 | 23383.5223 | 27124.5814 | -3741.0591 |
Avg Daily Profit (%) | 0.8918 | 0.809 | 0.0827 | 0.3011 | 0.3092 | 0 |
Buy And Hold Return (%) | 593.0025 | 593.0025 | 593.0025 | 593.0025 | 593.0025 | 593.0025 |
Max Trade Drawdown | -123937 | -66588 | -57348 | -62014080 | -36133521 | -28837213 |
Profit Factor | 3.7094 | 6.2214 | 1.475 | 1.1417 | 1.3688 | 0.9591 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 40.708 | 35.7143 | 45.614 | 40.708 | 35.7143 | 45.614 |
Ratio Avg Win / Avg Loss | 5.4028 | 11.1985 | 1.7586 | 1.663 | 2.4639 | 1.1435 |
Largest Winning Trade | 940947 | 940947 | 70573 | 25435854 | 25435854 | 22578665 |
Largest Losing Trade | -25957 | -20857 | -25957 | -16076929 | -7683457 | -16076929 |
Avg Bars in Trades | 63 | 58 | 67 | 63 | 58 | 67 |
Avg Bars in Winners | 100 | 97 | 102 | 100 | 97 | 102 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 7130 | 3279 | 3851 | 7130 | 3279 | 3851 |
Profit Streak | 0 | 68.1656 | 0 | 0 | 68.1656 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483499 | -166921 | -427770 | -57919 | -174332 | -760872 |
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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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