Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690165.1161 | 1560207.5598 | 129957.5563 | 16207604.4256 | 25219230.9931 | -9011626.5676 |
Total P&L (%) | 1690.1651 | 1560.2076 | 129.9576 | 16207.6044 | 25219.231 | -9011.6266 |
Avg Daily Profit (%) | 0.9282 | 0.8568 | 0.0714 | 0.2801 | 0.3044 | 0 |
Buy And Hold Return (%) | 650.9112 | 650.9112 | 650.9112 | 650.9112 | 650.9112 | 650.9112 |
Max Trade Drawdown | -85572 | -47841 | -56715 | -39233132 | -18367323 | -21101569 |
Profit Factor | 3.8582 | 6.8592 | 1.3998 | 1.1528 | 1.5457 | 0.8494 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.7873 | 11.8477 | 1.8305 | 1.7292 | 2.6698 | 1.1108 |
Largest Winning Trade | 889044 | 889044 | 73481 | 38513141 | 38513141 | 12540564 |
Largest Losing Trade | -31682 | -24291 | -31682 | -13044588 | -9746651 | -13044588 |
Avg Bars in Trades | 59 | 52 | 65 | 59 | 52 | 65 |
Avg Bars in Winners | 95 | 94 | 96 | 95 | 94 | 96 |
Avg Bars in Losers | 34 | 28 | 42 | 34 | 28 | 42 |
Bars Traded | 7085 | 3146 | 3939 | 7085 | 3146 | 3939 |
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 | 475010 | -157142 | -433397 | -46181 | -163017 | -750884 |
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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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