Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1641737.6439 | 1565329.811 | 76407.8329 | 41571781.4213 | 35495981.5915 | 6075799.8298 |
Total P&L (%) | 1641.7376 | 1565.3298 | 76.4078 | 41571.7814 | 35495.9816 | 6075.7998 |
Avg Daily Profit (%) | 0.883 | 0.842 | 0.0411 | 0.325 | 0.3165 | 0.222 |
Buy And Hold Return (%) | 7653.38 | 7653.38 | 7653.38 | 7653.38 | 7653.38 | 7653.38 |
Max Trade Drawdown | -98684 | -88288 | -64273 | -11993527 | -4124252 | -12242434 |
Profit Factor | 4.1592 | 6.9335 | 1.2986 | 1.972 | 3.0248 | 1.2407 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 44.5205 | 45.2055 | 43.8356 | 44.5205 | 45.2055 | 43.8356 |
Ratio Avg Win / Avg Loss | 5.1831 | 8.4043 | 1.6639 | 2.4574 | 3.6664 | 1.5897 |
Largest Winning Trade | 705310 | 705310 | 61160 | 9270137 | 9270137 | 8763371 |
Largest Losing Trade | -42924 | -42924 | -26472 | -5866547 | -3988045 | -5866547 |
Avg Bars in Trades | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Winners | 121 | 131 | 112 | 121 | 131 | 112 |
Avg Bars in Losers | 35 | 30 | 40 | 35 | 30 | 40 |
Bars Traded | 10824 | 5551 | 5272 | 10824 | 5551 | 5272 |
Profit Streak | 0 | 24.3874 | 0 | 0 | 24.3874 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147105 | -217325 | -376955 | 362238 | -60122 | -231074 |
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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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