Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2800889.1218 | 2710832.2603 | 90056.8615 | 492575.888 | 4289567.6334 | -3796991.7454 |
Total P&L (%) | 2800.8891 | 2710.8323 | 90.0569 | 492.5759 | 4289.5676 | -3796.9917 |
Avg Daily Profit (%) | 1.2087 | 1.1698 | 0.0389 | 0.0768 | 0.1633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186795 | -143118 | -203334 | -10905000 | -6550493 | -4868430 |
Profit Factor | 3.6805 | 5.3986 | 1.2101 | 1.0272 | 1.3722 | 0.4247 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 36.3057 | 35.443 | 37.1795 | 36.3057 | 35.443 | 37.1795 |
Ratio Avg Win / Avg Loss | 6.4571 | 9.8331 | 2.0447 | 1.8021 | 2.4994 | 0.7176 |
Largest Winning Trade | 2566929 | 2566929 | 75959 | 10496046 | 10496046 | 435865 |
Largest Losing Trade | -55384 | -47141 | -55384 | -3696157 | -3696157 | -1276766 |
Avg Bars in Trades | 86 | 68 | 105 | 86 | 68 | 105 |
Avg Bars in Winners | 161 | 124 | 197 | 161 | 124 | 197 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 13637 | 5441 | 8196 | 13637 | 5441 | 8196 |
Profit Streak | 0 | 0 | 58.8702 | 0 | 0 | 58.8702 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570425 | -11044 | -178392 | -284413 | -23258 | -618826 |
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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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