Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491281.3482 | 1439565.9395 | 51715.4086 | 36906240.1266 | 36940900.9198 | -34660.7932 |
Total P&L (%) | 1491.2813 | 1439.5659 | 51.7154 | 36906.2401 | 36940.9009 | -34.6608 |
Avg Daily Profit (%) | 0.7995 | 0.7717 | 0.0277 | 0.3175 | 0.3176 | -0.0228 |
Buy And Hold Return (%) | 7557.566 | 7557.566 | 7557.566 | 7557.566 | 7557.566 | 7557.566 |
Max Trade Drawdown | -91258 | -74046 | -125314 | -10497072 | -9973207 | -16582303 |
Profit Factor | 3.8544 | 6.9535 | 1.1843 | 1.572 | 2.2825 | 0.999 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 53 | 54 | 52 | 53 | 54 | 52 |
Ratio Avg Win / Avg Loss | 3.418 | 5.9234 | 1.0932 | 1.394 | 1.9443 | 0.9222 |
Largest Winning Trade | 614360 | 614360 | 63416 | 11903032 | 11903032 | 9250891 |
Largest Losing Trade | -54792 | -54792 | -37677 | -7137900 | -7137900 | -5455497 |
Avg Bars in Trades | 105 | 119 | 92 | 105 | 119 | 92 |
Avg Bars in Winners | 150 | 178 | 121 | 150 | 178 | 121 |
Avg Bars in Losers | 55 | 49 | 61 | 55 | 49 | 61 |
Bars Traded | 10598 | 5966 | 4632 | 10598 | 5966 | 4632 |
Profit Streak | 0 | 108.6466 | 0 | 0 | 108.6466 | 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 | -145006 | -322508 | -519249 | 360224 | -166227 | -760574 |
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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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