Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1340633.759 | 1238832.4312 | 101801.3278 | 42104443.3697 | 49449050.3989 | -7344607.0292 |
Total P&L (%) | 1340.6338 | 1238.8324 | 101.8013 | 42104.4434 | 49449.0504 | -7344.607 |
Avg Daily Profit (%) | 0.5889 | 0.5442 | 0.0447 | 0.2659 | 0.273 | 0 |
Buy And Hold Return (%) | 8086.1345 | 8086.1345 | 8086.1345 | 8086.1345 | 8086.1345 | 8086.1345 |
Max Trade Drawdown | -80688 | -90244 | -180293 | -27881999 | -22715939 | -33020102 |
Profit Factor | 2.3875 | 3.843 | 1.1919 | 1.315 | 1.8617 | 0.9037 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 44.2786 | 42.5743 | 46 | 44.2786 | 42.5743 | 46 |
Ratio Avg Win / Avg Loss | 3.0045 | 5.1835 | 1.3992 | 1.6549 | 2.5112 | 1.0609 |
Largest Winning Trade | 433143 | 433143 | 35678 | 24488363 | 24488363 | 8703315 |
Largest Losing Trade | -80688 | -26052 | -80688 | -10705720 | -9235900 | -10705720 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 6708 | 3269 | 3439 | 6708 | 3269 | 3439 |
Profit Streak | 19.4834 | 32.8167 | 0 | 19.4834 | 32.8167 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150482 | -150483 | -310224 | 290791 | 323036 | -580954 |
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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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