Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397653.9278 | 1328704.0457 | 68949.882 | 37539064.7765 | 31453881.242 | 6085183.5345 |
Total P&L (%) | 1397.6539 | 1328.704 | 68.9499 | 37539.0648 | 31453.8812 | 6085.1835 |
Avg Daily Profit (%) | 0.618 | 0.5875 | 0.0305 | 0.2626 | 0.2548 | 0.1826 |
Buy And Hold Return (%) | 10101.9717 | 10101.9717 | 10101.9717 | 10101.9717 | 10101.9717 | 10101.9717 |
Max Trade Drawdown | -97346 | -94006 | -86018 | -19495241 | -11787330 | -13270954 |
Profit Factor | 3.9061 | 7.1992 | 1.2586 | 1.7159 | 2.0524 | 1.2699 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 46.9388 | 44.898 | 48.9796 | 46.9388 | 44.898 | 48.9796 |
Ratio Avg Win / Avg Loss | 4.4156 | 8.8354 | 1.3111 | 1.9397 | 2.5189 | 1.3228 |
Largest Winning Trade | 486453 | 486453 | 46888 | 26144278 | 26144278 | 12280753 |
Largest Losing Trade | -49580 | -30052 | -49580 | -8348745 | -6245625 | -8348745 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 4314 | 2158 | 2156 | 4314 | 2158 | 2156 |
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 | -148103 | -147787 | -318401 | 303139 | 270332 | -158290 |
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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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