Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036799.8976 | 864903.9988 | 171895.8988 | 33709143.6985 | 25782156.2107 | 7926987.4878 |
Total P&L (%) | 1036.7999 | 864.904 | 171.8959 | 33709.1437 | 25782.1562 | 7926.9875 |
Avg Daily Profit (%) | 0.4147 | 0.346 | 0.0688 | 0.2332 | 0.2225 | 0.1756 |
Buy And Hold Return (%) | 693.0497 | 693.0497 | 693.0497 | 693.0497 | 693.0497 | 693.0497 |
Max Trade Drawdown | -85409 | -49163 | -50885 | -4403669 | -1903879 | -2719155 |
Profit Factor | 3.148 | 4.7457 | 1.6827 | 4.7785 | 7.3033 | 2.6409 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 53.5354 | 51.0204 | 56 | 53.5354 | 51.0204 | 56 |
Ratio Avg Win / Avg Loss | 2.7322 | 4.5559 | 1.3222 | 4.1474 | 7.0112 | 2.075 |
Largest Winning Trade | 378177 | 378177 | 50807 | 10918183 | 10918183 | 2703040 |
Largest Losing Trade | -35962 | -29021 | -35962 | -1595338 | -839740 | -1595338 |
Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Winners | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Losers | 72 | 73 | 72 | 72 | 73 | 72 |
Bars Traded | 9670 | 4686 | 4984 | 9670 | 4686 | 4984 |
Profit Streak | 350.9474 | 350.9474 | 366.9474 | 350.9474 | 350.9474 | 366.9474 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 239008 | -70127 | -442706 | 654203 | 661308 | -165011 |
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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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