Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903706.8771 | 800359.0066 | 103347.8705 | 9282270.8695 | 12387927.5258 | -3105656.6563 |
Total P&L (%) | 903.7069 | 800.359 | 103.3479 | 9282.2709 | 12387.9275 | -3105.6567 |
Avg Daily Profit (%) | 0.3616 | 0.3203 | 0.0414 | 0.1819 | 0.1933 | 0 |
Buy And Hold Return (%) | 885.12 | 885.12 | 885.12 | 885.12 | 885.12 | 885.12 |
Max Trade Drawdown | -73343 | -66341 | -77461 | -7058768 | -3264098 | -6692016 |
Profit Factor | 2.4486 | 3.1712 | 1.4049 | 1.41 | 2.1482 | 0.7379 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 48.8095 | 47.619 | 50 | 48.8095 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 2.568 | 3.4884 | 1.4049 | 1.4788 | 2.363 | 0.7379 |
Largest Winning Trade | 332907 | 332907 | 44054 | 11072049 | 11072049 | 3112287 |
Largest Losing Trade | -29801 | -29801 | -26390 | -3252180 | -1512049 | -3252180 |
Avg Bars in Trades | 87 | 103 | 72 | 87 | 103 | 72 |
Avg Bars in Winners | 126 | 156 | 98 | 126 | 156 | 98 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 14765 | 8673 | 6092 | 14765 | 8673 | 6092 |
Profit Streak | 0 | 82.7769 | 0 | 0 | 82.7769 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144742 | -151349 | -303051 | 326026 | 409312 | -581107 |
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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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