Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889947.6222 | 769855.9859 | 120091.6362 | 8728395.2939 | 16757062.4404 | -8028667.1465 |
Total P&L (%) | 889.9476 | 769.856 | 120.0916 | 8728.3953 | 16757.0624 | -8028.6671 |
Avg Daily Profit (%) | 0.3559 | 0.3079 | 0.048 | 0.1793 | 0.2053 | 0 |
Buy And Hold Return (%) | 677.8514 | 677.8514 | 677.8514 | 677.8514 | 677.8514 | 677.8514 |
Max Trade Drawdown | -85380 | -80904 | -91584 | -12619327 | -2414482 | -12926874 |
Profit Factor | 2.3258 | 3.264 | 1.3626 | 1.3369 | 3.2122 | 0.5621 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 57.6923 | 58.9744 | 56.4103 | 57.6923 | 58.9744 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.7056 | 2.2706 | 1.0529 | 0.9804 | 2.2346 | 0.4343 |
Largest Winning Trade | 166520 | 166520 | 52686 | 10398906 | 10398906 | 1063914 |
Largest Losing Trade | -71485 | -48425 | -71485 | -11897812 | -1462235 | -11897812 |
Avg Bars in Trades | 45 | 53 | 36 | 45 | 53 | 36 |
Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Losers | 36 | 54 | 20 | 36 | 54 | 20 |
Bars Traded | 7032 | 4177 | 2855 | 7032 | 4177 | 2855 |
Profit Streak | 67.6936 | 86.6936 | 67.6936 | 67.6936 | 86.6936 | 67.6936 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51331 | -139961 | -326465 | 352997 | -17387 | -613157 |
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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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