Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029478.8017 | 877481.5479 | 151997.2538 | 19141293.2255 | 20683996.5684 | -1542703.3429 |
Total P&L (%) | 1029.4788 | 877.4815 | 151.9973 | 19141.2932 | 20683.9966 | -1542.7033 |
Avg Daily Profit (%) | 0.4117 | 0.3509 | 0.0608 | 0.2106 | 0.2137 | 0 |
Buy And Hold Return (%) | 717.8485 | 717.8485 | 717.8485 | 717.8485 | 717.8485 | 717.8485 |
Max Trade Drawdown | -84435 | -57438 | -55172 | -10745216 | -5014833 | -6288096 |
Profit Factor | 2.797 | 3.9491 | 1.552 | 1.7559 | 2.6407 | 0.8787 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 55.9322 | 54.2373 | 57.6271 | 55.9322 | 54.2373 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.2037 | 3.332 | 1.1412 | 1.3834 | 2.2281 | 0.6461 |
Largest Winning Trade | 371214 | 371214 | 41899 | 16155070 | 16155070 | 3009649 |
Largest Losing Trade | -39552 | -39552 | -39307 | -5014833 | -5014833 | -4231267 |
Avg Bars in Trades | 61 | 68 | 54 | 61 | 68 | 54 |
Avg Bars in Winners | 70 | 80 | 61 | 70 | 80 | 61 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 7270 | 4044 | 3226 | 7270 | 4044 | 3226 |
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 | -14451 | -256372 | -451596 | 411425 | -162939 | -756469 |
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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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