Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959997.1337 | 832149.8103 | 127847.3233 | 10900145.7351 | 19743611.2358 | -8843465.5006 |
Total P&L (%) | 959.9971 | 832.1498 | 127.8473 | 10900.1457 | 19743.6112 | -8843.4655 |
Avg Daily Profit (%) | 0.3839 | 0.3328 | 0.0511 | 0.1882 | 0.2118 | 0 |
Buy And Hold Return (%) | 754.7573 | 754.7573 | 754.7573 | 754.7573 | 754.7573 | 754.7573 |
Max Trade Drawdown | -95284 | -46996 | -109197 | -12426944 | -4663000 | -16786558 |
Profit Factor | 2.3827 | 3.7545 | 1.326 | 1.2593 | 2.2575 | 0.6642 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 52.6066 | 48.5714 | 56.6038 | 52.6066 | 48.5714 | 56.6038 |
Ratio Avg Win / Avg Loss | 2.1466 | 3.9754 | 1.0166 | 1.1345 | 2.3903 | 0.5092 |
Largest Winning Trade | 354990 | 354990 | 47724 | 14305217 | 14305217 | 1781628 |
Largest Losing Trade | -63247 | -20246 | -63247 | -8905145 | -1804660 | -8905145 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 7298 | 3429 | 3867 | 7298 | 3429 | 3867 |
Profit Streak | 85.2662 | 92.2662 | 85.2662 | 85.2662 | 92.2662 | 85.2662 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64625 | -117692 | -289023 | 366316 | 452348 | -579635 |
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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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