Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990914.3783 | 865809.8326 | 125104.5457 | 12403775.3797 | 13124700.2253 | -720924.8456 |
Total P&L (%) | 990.9144 | 865.8098 | 125.1045 | 12403.7754 | 13124.7002 | -720.9248 |
Avg Daily Profit (%) | 0.3965 | 0.3464 | 0.0501 | 0.1934 | 0.1956 | 0 |
Buy And Hold Return (%) | 888.05 | 888.05 | 888.05 | 888.05 | 888.05 | 888.05 |
Max Trade Drawdown | -87896 | -60931 | -67424 | -12441396 | -7458069 | -4983326 |
Profit Factor | 2.5015 | 3.5756 | 1.3864 | 1.4988 | 2.0004 | 0.9386 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 43.0894 | 44.2623 | 41.9355 | 43.0894 | 44.2623 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.3039 | 4.5026 | 1.9196 | 1.9796 | 2.519 | 1.2996 |
Largest Winning Trade | 346989 | 346989 | 51146 | 9686060 | 9686060 | 2899521 |
Largest Losing Trade | -43103 | -35692 | -43103 | -3025851 | -3025851 | -1860111 |
Avg Bars in Trades | 118 | 121 | 115 | 118 | 121 | 115 |
Avg Bars in Winners | 172 | 170 | 174 | 172 | 170 | 174 |
Avg Bars in Losers | 78 | 82 | 73 | 78 | 82 | 73 |
Bars Traded | 14609 | 7422 | 7187 | 14609 | 7422 | 7187 |
Profit Streak | 79.8364 | 87.8364 | 79.8364 | 79.8364 | 87.8364 | 79.8364 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116654 | -313091 | -447157 | 323749 | -151551 | -736147 |
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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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