Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541605.3108 | 1444240.2237 | 97365.0872 | 74803314.9669 | 72142227.422 | 2661087.5449 |
Total P&L (%) | 1541.6053 | 1444.2402 | 97.3651 | 74803.315 | 72142.2274 | 2661.0875 |
Avg Daily Profit (%) | 0.6811 | 0.6381 | 0.043 | 0.2928 | 0.2912 | 0.1467 |
Buy And Hold Return (%) | 10176.8512 | 10176.8512 | 10176.8512 | 10176.8512 | 10176.8512 | 10176.8512 |
Max Trade Drawdown | -74890 | -53665 | -111630 | -71716573 | -17307380 | -58804087 |
Profit Factor | 4.1473 | 8.2272 | 1.3358 | 1.4784 | 2.0185 | 1.0311 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 53.1532 | 56.3636 | 50 | 53.1532 | 56.3636 | 50 |
Ratio Avg Win / Avg Loss | 3.6553 | 6.3695 | 1.3358 | 1.303 | 1.5627 | 1.0311 |
Largest Winning Trade | 555338 | 555338 | 49527 | 59171797 | 59171797 | 38803409 |
Largest Losing Trade | -56487 | -28987 | -56487 | -28833346 | -17307380 | -28833346 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Losers | 24 | 27 | 22 | 24 | 27 | 22 |
Bars Traded | 4242 | 2225 | 2017 | 4242 | 2225 | 2017 |
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 | -145754 | -324698 | -480983 | 385533 | -166576 | -528917 |
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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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