Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427776.2704 | 1385101.6797 | 42674.5906 | 23587075.1551 | 22919671.7685 | 667403.3866 |
Total P&L (%) | 1427.7763 | 1385.1017 | 42.6746 | 23587.0752 | 22919.6718 | 667.4034 |
Avg Daily Profit (%) | 0.6287 | 0.6099 | 0.0188 | 0.241 | 0.2398 | 0.0898 |
Buy And Hold Return (%) | 8147.2981 | 8147.2981 | 8147.2981 | 8147.2981 | 8147.2981 | 8147.2981 |
Max Trade Drawdown | -76386 | -44717 | -110729 | -11613327 | -2454228 | -11334469 |
Profit Factor | 3.5054 | 7.4821 | 1.1198 | 1.6904 | 3.283 | 1.0277 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 49.2308 | 50.7692 | 47.6923 | 49.2308 | 50.7692 | 47.6923 |
Ratio Avg Win / Avg Loss | 3.615 | 7.2553 | 1.2282 | 1.7433 | 3.1835 | 1.1271 |
Largest Winning Trade | 498346 | 498346 | 50698 | 12455376 | 12455376 | 8403631 |
Largest Losing Trade | -56629 | -17502 | -56629 | -9697426 | -2454228 | -9697426 |
Avg Bars in Trades | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Winners | 149 | 135 | 164 | 149 | 135 | 164 |
Avg Bars in Losers | 52 | 50 | 55 | 52 | 50 | 55 |
Bars Traded | 13076 | 6082 | 6994 | 13076 | 6082 | 6994 |
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 | -147331 | -277288 | -554846 | 303568 | -120203 | -561140 |
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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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