Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1940403.2669 | 1711787.7809 | 228615.486 | 7596454.9503 | -20640650.9713 | 28237105.9216 |
Total P&L (%) | 1940.4033 | 1711.7878 | 228.6155 | 7596.455 | -20640.651 | 28237.1059 |
Avg Daily Profit (%) | 0.8213 | 0.7245 | 0.0968 | 0.184 | 0 | 0.2393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188899 | -128998 | -81118 | -54232413 | -41250349 | -22732525 |
Profit Factor | 3.4321 | 4.8605 | 1.645 | 1.0567 | 0.7348 | 1.5025 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 32.8767 | 27.3973 | 38.3562 | 32.8767 | 27.3973 | 38.3562 |
Ratio Avg Win / Avg Loss | 7.0072 | 12.8804 | 2.6438 | 2.1574 | 1.9473 | 2.4147 |
Largest Winning Trade | 1507588 | 1507588 | 64504 | 23009117 | 23009117 | 21196472 |
Largest Losing Trade | -28380 | -28380 | -24647 | -12575182 | -12575182 | -9110089 |
Avg Bars in Trades | 47 | 40 | 55 | 47 | 40 | 55 |
Avg Bars in Winners | 107 | 99 | 112 | 107 | 99 | 112 |
Avg Bars in Losers | 18 | 18 | 20 | 18 | 18 | 20 |
Bars Traded | 6997 | 2946 | 4051 | 6997 | 2946 | 4051 |
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 | 485122 | -70993 | -137162 | -155446 | -669207 | -65680 |
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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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