Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1808819.6173 | 1571493.1105 | 237326.5068 | 102836597.9512 | 92233349.5703 | 10603248.381 |
Total P&L (%) | 1808.8196 | 1571.4931 | 237.3265 | 102836.598 | 92233.3496 | 10603.2484 |
Avg Daily Profit (%) | 0.7225 | 0.6277 | 0.0948 | 0.2775 | 0.2731 | 0.1868 |
Buy And Hold Return (%) | 463.5401 | 463.5401 | 463.5401 | 463.5401 | 463.5401 | 463.5401 |
Max Trade Drawdown | -62310 | -57358 | -54519 | -114628575 | -94970061 | -88724714 |
Profit Factor | 5.2408 | 7.9717 | 2.1801 | 1.2836 | 1.4968 | 1.0599 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 44.6602 | 36.5385 | 52.9412 | 44.6602 | 36.5385 | 52.9412 |
Ratio Avg Win / Avg Loss | 6.4941 | 13.8455 | 1.9378 | 1.5905 | 2.5997 | 0.9421 |
Largest Winning Trade | 973833 | 973833 | 60295 | 74279061 | 74279061 | 42511525 |
Largest Losing Trade | -33410 | -21770 | -33410 | -62646948 | -26374144 | -62646948 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 88 | 96 | 83 | 88 | 96 | 83 |
Avg Bars in Losers | 14 | 11 | 18 | 14 | 11 | 18 |
Bars Traded | 4901 | 2204 | 2697 | 4901 | 2204 | 2697 |
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 | 589090 | -167832 | -407713 | 287706 | -174230 | -328052 |
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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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