Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000718.3314 | 882307.9311 | 118410.4003 | 14211345.7293 | 15853282.6531 | -1641936.9238 |
Total P&L (%) | 1000.7183 | 882.3079 | 118.4104 | 14211.3457 | 15853.2827 | -1641.9369 |
Avg Daily Profit (%) | 0.4805 | 0.4236 | 0.0569 | 0.2386 | 0.2438 | 0 |
Buy And Hold Return (%) | 1185.414 | 1185.414 | 1185.414 | 1185.414 | 1185.414 | 1185.414 |
Max Trade Drawdown | -128472 | -71799 | -63040 | -13719912 | -7987190 | -5732721 |
Profit Factor | 2.8879 | 4.3108 | 1.4493 | 1.561 | 2.1803 | 0.862 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 44.6602 | 43.1373 | 46.1538 | 44.6602 | 43.1373 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.5785 | 5.6824 | 1.6908 | 1.9343 | 2.874 | 1.0057 |
Largest Winning Trade | 355434 | 355434 | 51153 | 12208070 | 12208070 | 2997035 |
Largest Losing Trade | -48711 | -47284 | -48711 | -3596150 | -3480276 | -3596150 |
Avg Bars in Trades | 236 | 238 | 233 | 236 | 238 | 233 |
Avg Bars in Winners | 350 | 346 | 352 | 350 | 346 | 352 |
Avg Bars in Losers | 144 | 156 | 131 | 144 | 156 | 131 |
Bars Traded | 24322 | 12183 | 12139 | 24322 | 12183 | 12139 |
Profit Streak | 81.2657 | 88.099 | 81.2657 | 81.2657 | 88.099 | 81.2657 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150668 | -330704 | -461663 | 371440 | -169605 | -760104 |
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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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