Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043907.0594 | 818478.6875 | 225428.3719 | 30731523.6767 | 32618613.928 | -1887090.2512 |
Total P&L (%) | 1043.9071 | 818.4787 | 225.4284 | 30731.5237 | 32618.6139 | -1887.0903 |
Avg Daily Profit (%) | 0.5728 | 0.4491 | 0.1237 | 0.315 | 0.3182 | 0 |
Buy And Hold Return (%) | 250.6621 | 250.6621 | 250.6621 | 250.6621 | 250.6621 | 250.6621 |
Max Trade Drawdown | -81689 | -67231 | -58858 | -55175582 | -40475950 | -26643953 |
Profit Factor | 2.5609 | 3.4974 | 1.661 | 1.1467 | 1.3085 | 0.9818 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 42.4084 | 41.0526 | 43.75 | 42.4084 | 41.0526 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4778 | 5.0219 | 2.1356 | 1.5573 | 1.8788 | 1.2623 |
Largest Winning Trade | 250591 | 250591 | 67540 | 34003342 | 34003342 | 14195014 |
Largest Losing Trade | -25411 | -15000 | -25411 | -14549317 | -9753906 | -14549317 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3370 | 1597 | 1773 | 3370 | 1597 | 1773 |
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 | 444829 | 377245 | -192966 | -50649 | 244535 | -581562 |
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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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