Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132437.6952 | 1007637.7542 | 124799.941 | 9658586.4973 | 16714725.5953 | -7056139.098 |
Total P&L (%) | 1132.4377 | 1007.6378 | 124.7999 | 9658.5865 | 16714.7256 | -7056.1391 |
Avg Daily Profit (%) | 0.6213 | 0.5528 | 0.0685 | 0.2516 | 0.2816 | 0 |
Buy And Hold Return (%) | 733.734 | 733.734 | 733.734 | 733.734 | 733.734 | 733.734 |
Max Trade Drawdown | -101545 | -78323 | -71390 | -18997839 | -11215430 | -18678090 |
Profit Factor | 2.2321 | 3.2711 | 1.2625 | 1.0881 | 1.3332 | 0.8814 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 48.1865 | 46.875 | 49.4845 | 48.1865 | 46.875 | 49.4845 |
Ratio Avg Win / Avg Loss | 2.4001 | 3.7073 | 1.2888 | 1.17 | 1.5109 | 0.8997 |
Largest Winning Trade | 370509 | 370509 | 51647 | 10336270 | 10336270 | 3646880 |
Largest Losing Trade | -45264 | -45264 | -30091 | -6499264 | -6250350 | -6499264 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 7082 | 3798 | 3284 | 7082 | 3798 | 3284 |
Profit Streak | 22.332 | 0 | 26.082 | 22.332 | 0 | 26.082 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245056 | -33846 | -267392 | -114299 | 310288 | -580731 |
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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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