Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053977.1358 | 888489.84 | 165487.2958 | 9901112.999 | -534675.6032 | 10435788.6022 |
Total P&L (%) | 1053.9771 | 888.4898 | 165.4873 | 9901.113 | -534.6756 | 10435.7886 |
Avg Daily Profit (%) | 0.5061 | 0.4266 | 0.0795 | 0.2214 | 0 | 0.2239 |
Buy And Hold Return (%) | 252.4666 | 252.4666 | 252.4666 | 252.4666 | 252.4666 | 252.4666 |
Max Trade Drawdown | -108864 | -115663 | -32865 | -14774204 | -12338341 | -5424272 |
Profit Factor | 2.5264 | 2.7193 | 1.9526 | 1.1651 | 0.9881 | 1.6991 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 48.4848 | 40.9091 | 56.0606 | 48.4848 | 40.9091 | 56.0606 |
Ratio Avg Win / Avg Loss | 2.6843 | 3.9278 | 1.5305 | 1.2379 | 1.4273 | 1.3317 |
Largest Winning Trade | 317590 | 317590 | 31658 | 9709872 | 9709872 | 3133847 |
Largest Losing Trade | -52270 | -52270 | -29182 | -4665190 | -4665190 | -2754137 |
Avg Bars in Trades | 185 | 319 | 52 | 185 | 319 | 52 |
Avg Bars in Winners | 229 | 468 | 54 | 229 | 468 | 54 |
Avg Bars in Losers | 144 | 215 | 49 | 144 | 215 | 49 |
Bars Traded | 24513 | 21064 | 3449 | 24513 | 21064 | 3449 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473884 | -115480 | -372324 | -30926 | -707104 | -113044 |
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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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