Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076708.9356 | 891228.9023 | 185480.0333 | 39298700.3785 | 37442543.253 | 1856157.1254 |
Total P&L (%) | 1076.7089 | 891.2289 | 185.48 | 39298.7004 | 37442.5433 | 1856.1571 |
Avg Daily Profit (%) | 0.4307 | 0.3565 | 0.0742 | 0.2393 | 0.2374 | 0.119 |
Buy And Hold Return (%) | 747.8121 | 747.8121 | 747.8121 | 747.8121 | 747.8121 | 747.8121 |
Max Trade Drawdown | -72397 | -34268 | -56472 | -9363371 | -4045111 | -8504234 |
Profit Factor | 3.3101 | 5.2605 | 1.722 | 2.5501 | 4.6404 | 1.1232 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 52.4272 | 50.9804 | 53.8462 | 52.4272 | 50.9804 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.0036 | 5.0582 | 1.476 | 2.314 | 4.4619 | 0.9627 |
Largest Winning Trade | 374952 | 374952 | 50653 | 17273300 | 17273300 | 3534621 |
Largest Losing Trade | -55678 | -21511 | -55678 | -7765207 | -3840256 | -7765207 |
Avg Bars in Trades | 94 | 99 | 90 | 94 | 99 | 90 |
Avg Bars in Winners | 119 | 128 | 111 | 119 | 128 | 111 |
Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
Bars Traded | 9749 | 5052 | 4697 | 9749 | 5052 | 4697 |
Profit Streak | 0 | 146.8184 | 0 | 0 | 146.8184 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12020 | -267327 | -437065 | 497684 | -162688 | -303617 |
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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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