Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566177.5317 | 1534443.8386 | 31733.6932 | 16878556.0809 | 32151798.0354 | -15273241.9545 |
Total P&L (%) | 1566.1775 | 1534.4438 | 31.7337 | 16878.5561 | 32151.798 | -15273.242 |
Avg Daily Profit (%) | 0.8415 | 0.8245 | 0.0171 | 0.2763 | 0.3108 | 0 |
Buy And Hold Return (%) | 8097.2249 | 8097.2249 | 8097.2249 | 8097.2249 | 8097.2249 | 8097.2249 |
Max Trade Drawdown | -86731 | -99823 | -71229 | -23038805 | -10689613 | -17126788 |
Profit Factor | 3.0245 | 5.355 | 1.0753 | 1.2194 | 1.9668 | 0.6504 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 47.9167 | 48.3333 | 47.5 | 47.9167 | 48.3333 | 47.5 |
Ratio Avg Win / Avg Loss | 3.2875 | 5.7243 | 1.1885 | 1.3254 | 2.1025 | 0.7189 |
Largest Winning Trade | 674868 | 674868 | 60843 | 22440685 | 22440685 | 4677800 |
Largest Losing Trade | -28801 | -20652 | -28801 | -3963512 | -3963512 | -3653564 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 67 | 71 | 64 | 67 | 71 | 64 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 10738 | 5561 | 5177 | 10738 | 5561 | 5177 |
Profit Streak | 0 | 71.2661 | 0 | 0 | 71.2661 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146352 | -143940 | -474721 | 86419 | 398446 | -581985 |
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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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