Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929446.8777 | 833811.9026 | 95634.9751 | 7098476.194 | 14777477.4968 | -7679001.3028 |
Total P&L (%) | 929.4469 | 833.8119 | 95.635 | 7098.4762 | 14777.4775 | -7679.0013 |
Avg Daily Profit (%) | 0.3718 | 0.3335 | 0.0383 | 0.1712 | 0.2003 | 0 |
Buy And Hold Return (%) | 757.6177 | 757.6177 | 757.6177 | 757.6177 | 757.6177 | 757.6177 |
Max Trade Drawdown | -101362 | -48895 | -104749 | -10937415 | -4166031 | -11789934 |
Profit Factor | 2.6751 | 4.3197 | 1.3149 | 1.2258 | 2.2502 | 0.6084 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.6751 | 4.3197 | 1.3149 | 1.2258 | 2.2502 | 0.6084 |
Largest Winning Trade | 365838 | 365838 | 51554 | 12264042 | 12264042 | 1925395 |
Largest Losing Trade | -54263 | -28963 | -54263 | -6350567 | -1350099 | -6350567 |
Avg Bars in Trades | 92 | 97 | 88 | 92 | 97 | 88 |
Avg Bars in Winners | 126 | 119 | 132 | 126 | 119 | 132 |
Avg Bars in Losers | 59 | 75 | 44 | 59 | 75 | 44 |
Bars Traded | 9666 | 5062 | 4604 | 9666 | 5062 | 4604 |
Profit Streak | 79.946 | 96.946 | 79.946 | 79.946 | 96.946 | 79.946 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79368 | -297110 | -486901 | 311834 | -166773 | -760275 |
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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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