Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013864.8036 | 872043.787 | 141821.0167 | 23659411.9868 | 28943296.4715 | -5283884.4847 |
Total P&L (%) | 1013.8648 | 872.0438 | 141.821 | 23659.412 | 28943.2965 | -5283.8845 |
Avg Daily Profit (%) | 0.4868 | 0.4187 | 0.0681 | 0.263 | 0.2727 | 0 |
Buy And Hold Return (%) | 1226.031 | 1226.031 | 1226.031 | 1226.031 | 1226.031 | 1226.031 |
Max Trade Drawdown | -101068 | -59553 | -61428 | -29257731 | -18435196 | -12091557 |
Profit Factor | 3.2399 | 4.3278 | 1.7441 | 1.4381 | 1.8945 | 0.7558 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 43.9252 | 45.283 | 42.5926 | 43.9252 | 45.283 | 42.5926 |
Ratio Avg Win / Avg Loss | 4.1361 | 5.2294 | 2.3508 | 1.8359 | 2.2892 | 1.0187 |
Largest Winning Trade | 353336 | 353336 | 49420 | 29267929 | 29267929 | 2693454 |
Largest Losing Trade | -35752 | -35752 | -18149 | -7843666 | -7843666 | -3776999 |
Avg Bars in Trades | 227 | 227 | 227 | 227 | 227 | 227 |
Avg Bars in Winners | 352 | 352 | 351 | 352 | 352 | 351 |
Avg Bars in Losers | 129 | 123 | 135 | 129 | 123 | 135 |
Bars Traded | 24327 | 12038 | 12289 | 24327 | 12038 | 12289 |
Profit Streak | 84.0866 | 84.7533 | 84.0866 | 84.0866 | 84.7533 | 84.0866 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150212 | -329900 | -446864 | 341966 | -169076 | -761489 |
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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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