Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427539.759 | 1299523.2081 | 128016.5509 | 15719257.3321 | 13628659.7958 | 2090597.5363 |
Total P&L (%) | 1427.5398 | 1299.5232 | 128.0166 | 15719.2573 | 13628.6598 | 2090.5975 |
Avg Daily Profit (%) | 0.788 | 0.7173 | 0.0707 | 0.2799 | 0.2721 | 0.1705 |
Buy And Hold Return (%) | 614.7008 | 614.7008 | 614.7008 | 614.7008 | 614.7008 | 614.7008 |
Max Trade Drawdown | -77322 | -57777 | -65714 | -18400048 | -14719519 | -13568491 |
Profit Factor | 3.415 | 5.7251 | 1.405 | 1.2117 | 1.4108 | 1.0509 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 38.4 | 34.9206 | 41.9355 | 38.4 | 34.9206 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.4783 | 10.6695 | 1.9454 | 1.9438 | 2.6292 | 1.4551 |
Largest Winning Trade | 757238 | 757238 | 74575 | 12574121 | 12574121 | 10490971 |
Largest Losing Trade | -26336 | -22279 | -26336 | -6351883 | -4541715 | -6351883 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 73 | 71 | 74 | 73 | 71 | 74 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 5358 | 2647 | 2711 | 5358 | 2647 | 2711 |
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 | 384282 | -138164 | -420125 | 187070 | -142296 | -317109 |
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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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