Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1443873.2997 | 1386153.4627 | 57719.837 | 36069511.3872 | 41031555.3853 | -4962043.9981 |
Total P&L (%) | 1443.8733 | 1386.1535 | 57.7198 | 36069.5114 | 41031.5554 | -4962.044 |
Avg Daily Profit (%) | 0.7771 | 0.746 | 0.0311 | 0.3176 | 0.3245 | 0 |
Buy And Hold Return (%) | 7084.5229 | 7084.5229 | 7084.5229 | 7084.5229 | 7084.5229 | 7084.5229 |
Max Trade Drawdown | -72187 | -72222 | -80682 | -14662000 | -6386500 | -11034951 |
Profit Factor | 3.3706 | 6.4533 | 1.1626 | 1.5964 | 2.6206 | 0.8589 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Losing Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Profitability (%) | 47.4286 | 51.7241 | 43.1818 | 47.4286 | 51.7241 | 43.1818 |
Ratio Avg Win / Avg Loss | 3.736 | 6.0231 | 1.5298 | 1.7695 | 2.4459 | 1.1301 |
Largest Winning Trade | 503987 | 503987 | 63421 | 17282587 | 17282587 | 7817496 |
Largest Losing Trade | -34043 | -24935 | -34043 | -5630041 | -3722345 | -5630041 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 92 | 95 | 88 | 92 | 95 | 88 |
Avg Bars in Losers | 34 | 27 | 39 | 34 | 27 | 39 |
Bars Traded | 10808 | 5446 | 5362 | 10808 | 5446 | 5362 |
Profit Streak | 0 | 68.7706 | 0 | 0 | 68.7706 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146445 | -143262 | -360650 | 384938 | 524735 | -582081 |
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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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