Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778516.3054 | 680985.4454 | 97530.8601 | 6614725.2463 | 10383355.5203 | -3768630.274 |
Total P&L (%) | 778.5163 | 680.9854 | 97.5309 | 6614.7252 | 10383.3555 | -3768.6303 |
Avg Daily Profit (%) | 0.3114 | 0.2724 | 0.039 | 0.1684 | 0.1863 | 0 |
Buy And Hold Return (%) | 737.6883 | 737.6883 | 737.6883 | 737.6883 | 737.6883 | 737.6883 |
Max Trade Drawdown | -130377 | -101909 | -54987 | -8062268 | -1947235 | -6125374 |
Profit Factor | 2.0488 | 2.5979 | 1.3085 | 1.36 | 2.5247 | 0.6741 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 49.1329 | 43.6782 | 54.6512 | 49.1329 | 43.6782 | 54.6512 |
Ratio Avg Win / Avg Loss | 2.1211 | 3.3499 | 1.0858 | 1.408 | 3.2555 | 0.5593 |
Largest Winning Trade | 150080 | 150080 | 39058 | 4429943 | 4429943 | 2381910 |
Largest Losing Trade | -41501 | -34446 | -41501 | -5604448 | -1315954 | -5604448 |
Avg Bars in Trades | 55 | 71 | 39 | 55 | 71 | 39 |
Avg Bars in Winners | 72 | 99 | 50 | 72 | 99 | 50 |
Avg Bars in Losers | 39 | 50 | 24 | 39 | 50 | 24 |
Bars Traded | 9617 | 6259 | 3357 | 9617 | 6259 | 3357 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135106 | -154947 | -306158 | 316343 | 358307 | -580499 |
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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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