Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2518059.1645 | 2488447.7063 | 29611.4582 | 2319344.1382 | 11852352.4677 | -9533008.3295 |
Total P&L (%) | 2518.0592 | 2488.4477 | 29.6115 | 2319.3441 | 11852.3525 | -9533.0083 |
Avg Daily Profit (%) | 1.1328 | 1.1195 | 0.0133 | 0.1434 | 0.2154 | 0 |
Buy And Hold Return (%) | 988.1631 | 988.1631 | 988.1631 | 988.1631 | 988.1631 | 988.1631 |
Max Trade Drawdown | -183074 | -107173 | -104003 | -18216976 | -9454713 | -10756306 |
Profit Factor | 4.3355 | 8.6279 | 1.0691 | 1.0624 | 1.7563 | 0.5563 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 39.604 | 40 | 39.2157 | 39.604 | 40 | 39.2157 |
Ratio Avg Win / Avg Loss | 6.6117 | 12.9419 | 1.6571 | 1.6202 | 2.6344 | 0.8622 |
Largest Winning Trade | 2228856 | 2228856 | 46406 | 19097518 | 19097518 | 1598215 |
Largest Losing Trade | -47295 | -38424 | -47295 | -5753393 | -5753393 | -4980962 |
Avg Bars in Trades | 130 | 129 | 131 | 130 | 129 | 131 |
Avg Bars in Winners | 227 | 222 | 231 | 227 | 222 | 231 |
Avg Bars in Losers | 67 | 67 | 66 | 67 | 67 | 66 |
Bars Traded | 13182 | 6488 | 6694 | 13182 | 6488 | 6694 |
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 | 485129 | -165512 | -668505 | -160242 | -172444 | -765027 |
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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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