Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182218.9541 | 739869.3835 | -557650.4294 | 35871561.9267 | 28188244.6197 | 7683317.307 |
Total P&L (%) | 182.219 | 739.8694 | -557.6504 | 35871.5619 | 28188.2446 | 7683.3173 |
Avg Daily Profit (%) | 0.0806 | 0.3273 | -0.2467 | 0.2607 | 0.2501 | 0.1928 |
Buy And Hold Return (%) | 9183.3611 | 9183.3611 | 9183.3611 | 9183.3611 | 9183.3611 | 9183.3611 |
Max Trade Drawdown | -751096 | -78741 | -809925 | -18137053 | -14312177 | -10004025 |
Profit Factor | 1.1295 | 3.1003 | 0.4711 | 1.5049 | 1.736 | 1.2346 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 106 | 53 | 53 | 108 | 55 | 53 |
Losing Trades | 88 | 44 | 44 | 86 | 42 | 44 |
Profitability (%) | 54.6392 | 54.6392 | 54.6392 | 55.6701 | 56.701 | 54.6392 |
Ratio Avg Win / Avg Loss | 0.9377 | 2.5738 | 0.3911 | 1.1983 | 1.3257 | 1.0249 |
Largest Winning Trade | 234701 | 234701 | 42280 | 16631192 | 16631192 | 5668693 |
Largest Losing Trade | -620001 | -29108 | -620001 | -9216399 | -9216399 | -5777391 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 44 | 49 | 40 | 44 | 48 | 39 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 6484 | 3517 | 2968 | 6484 | 3517 | 2968 |
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 | -329169 | -150422 | -580472 | 336150 | 294086 | -157811 |
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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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