Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155162.5875 | 1119168.7892 | 35993.7982 | 4046959.8874 | 22091786.947 | -18044827.0596 |
Total P&L (%) | 1155.1626 | 1119.1688 | 35.9938 | 4046.9599 | 22091.7869 | -18044.8271 |
Avg Daily Profit (%) | 0.6383 | 0.6184 | 0.0199 | 0.206 | 0.2989 | 0 |
Buy And Hold Return (%) | 1618.2454 | 1618.2454 | 1618.2454 | 1618.2454 | 1618.2454 | 1618.2454 |
Max Trade Drawdown | -226105 | -110844 | -173832 | -43602487 | -27864021 | -23135884 |
Profit Factor | 2.9785 | 5.1819 | 1.1138 | 1.0488 | 1.5213 | 0.5545 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 47.2527 | 52.1739 | 42.2222 | 47.2527 | 52.1739 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.3248 | 4.7501 | 1.5242 | 1.1708 | 1.3945 | 0.7588 |
Largest Winning Trade | 711606 | 711606 | 74276 | 15391154 | 15391154 | 9170673 |
Largest Losing Trade | -45433 | -45433 | -40172 | -11932186 | -11932186 | -10202999 |
Avg Bars in Trades | 234 | 234 | 234 | 234 | 234 | 234 |
Avg Bars in Winners | 340 | 324 | 361 | 340 | 324 | 361 |
Avg Bars in Losers | 138 | 136 | 140 | 138 | 136 | 140 |
Bars Traded | 21325 | 10787 | 10538 | 21325 | 10787 | 10538 |
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 | -149131 | -145880 | -429242 | -163107 | 384302 | -583736 |
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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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