Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494244.0142 | 931672.3008 | -437428.2866 | 31713601.7202 | 19664599.4125 | 12049002.3077 |
Total P&L (%) | 494.244 | 931.6723 | -437.4283 | 31713.6017 | 19664.5994 | 12049.0023 |
Avg Daily Profit (%) | 0.2187 | 0.4122 | -0.1936 | 0.2553 | 0.2342 | 0.2126 |
Buy And Hold Return (%) | 11476.4706 | 11476.4706 | 11476.4706 | 11476.4706 | 11476.4706 | 11476.4706 |
Max Trade Drawdown | -567749 | -86378 | -692621 | -4335828 | -1349791 | -4335828 |
Profit Factor | 1.4675 | 5.2131 | 0.4768 | 3.5601 | 6.2134 | 2.3985 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 54 | 25 | 29 | 54 | 26 | 28 |
Losing Trades | 44 | 24 | 20 | 44 | 23 | 21 |
Profitability (%) | 55.102 | 51.0204 | 59.1837 | 55.102 | 53.0612 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1958 | 5.0045 | 0.3288 | 2.9009 | 5.4965 | 1.7989 |
Largest Winning Trade | 337346 | 337346 | 51860 | 10386199 | 10386199 | 8418525 |
Largest Losing Trade | -429712 | -31635 | -429712 | -4335828 | -970772 | -4335828 |
Avg Bars in Trades | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Winners | 89 | 94 | 85 | 91 | 89 | 92 |
Avg Bars in Losers | 32 | 34 | 30 | 31 | 38 | 22 |
Bars Traded | 6289 | 3210 | 3079 | 6289 | 3210 | 3079 |
Profit Streak | 27.7419 | 229.0752 | 27.7419 | 27.7419 | 229.0752 | 27.7419 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154502 | -146342 | -578950 | 515346 | 358421 | -135979 |
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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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