Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827584.7108 | 748868.4714 | 78716.2394 | 7438289.0015 | 8367888.0394 | -929599.0379 |
Total P&L (%) | 827.5847 | 748.8685 | 78.7162 | 7438.289 | 8367.888 | -929.599 |
Avg Daily Profit (%) | 0.3974 | 0.3596 | 0.0378 | 0.2078 | 0.2134 | 0 |
Buy And Hold Return (%) | 1185.0985 | 1185.0985 | 1185.0985 | 1185.0985 | 1185.0985 | 1185.0985 |
Max Trade Drawdown | -100355 | -89990 | -86434 | -4093369 | -3036753 | -4981134 |
Profit Factor | 2.0574 | 2.73 | 1.225 | 1.3051 | 1.635 | 0.917 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 42.2111 | 41.4141 | 43 | 42.2111 | 41.4141 | 43 |
Ratio Avg Win / Avg Loss | 2.8167 | 3.8619 | 1.6239 | 1.7868 | 2.3129 | 1.2156 |
Largest Winning Trade | 172339 | 172339 | 57831 | 4555344 | 4555344 | 1319370 |
Largest Losing Trade | -37911 | -37911 | -32793 | -2360640 | -1333926 | -2360640 |
Avg Bars in Trades | 123 | 129 | 117 | 123 | 129 | 117 |
Avg Bars in Winners | 182 | 183 | 182 | 182 | 183 | 182 |
Avg Bars in Losers | 80 | 91 | 68 | 80 | 91 | 68 |
Bars Traded | 24576 | 12822 | 11753 | 24576 | 12822 | 11753 |
Profit Streak | 37.8763 | 93.9596 | 37.8763 | 37.8763 | 93.9596 | 37.8763 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152562 | -153354 | -309028 | 303390 | 326184 | -580688 |
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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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