Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412486.886 | 1328337.6187 | 84149.2673 | 7997674.8119 | 7300298.4032 | 697376.4087 |
Total P&L (%) | 1412.4869 | 1328.3376 | 84.1493 | 7997.6748 | 7300.2984 | 697.3764 |
Avg Daily Profit (%) | 0.7734 | 0.7273 | 0.0461 | 0.2409 | 0.2359 | 0.1137 |
Buy And Hold Return (%) | 855.9293 | 855.9293 | 855.9293 | 855.9293 | 855.9293 | 855.9293 |
Max Trade Drawdown | -110487 | -84281 | -89806 | -2002514 | -1031899 | -2259782 |
Profit Factor | 3.5139 | 6.0323 | 1.2825 | 1.6994 | 2.6743 | 1.0986 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 48.5437 | 49.0196 | 48.0769 | 48.5437 | 49.0196 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.7247 | 6.2736 | 1.3851 | 1.8014 | 2.7813 | 1.1865 |
Largest Winning Trade | 710217 | 710217 | 68504 | 1939675 | 1939675 | 1899747 |
Largest Losing Trade | -40382 | -31099 | -40382 | -1581130 | -852477 | -1581130 |
Avg Bars in Trades | 50 | 55 | 44 | 50 | 55 | 44 |
Avg Bars in Winners | 61 | 64 | 59 | 61 | 64 | 59 |
Avg Bars in Losers | 39 | 46 | 31 | 39 | 46 | 31 |
Bars Traded | 5162 | 2825 | 2337 | 5162 | 2825 | 2337 |
Profit Streak | 0 | 35.7852 | 0 | 0 | 35.7852 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364712 | -167800 | -477975 | 407344 | -165551 | -499410 |
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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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