Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827383.7462 | 754281.9399 | 73101.8063 | 4721910.559 | 16082396.7053 | -11360486.1462 |
Total P&L (%) | 827.3837 | 754.2819 | 73.1018 | 4721.9106 | 16082.3967 | -11360.4861 |
Avg Daily Profit (%) | 0.3309 | 0.3017 | 0.0292 | 0.1551 | 0.2036 | 0 |
Buy And Hold Return (%) | 802.8399 | 802.8399 | 802.8399 | 802.8399 | 802.8399 | 802.8399 |
Max Trade Drawdown | -139999 | -86003 | -143093 | -18687986 | -7658324 | -17623733 |
Profit Factor | 2.0787 | 3.0303 | 1.1848 | 1.09 | 1.7091 | 0.6187 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Profitability (%) | 43.9614 | 46.6019 | 41.3462 | 43.9614 | 46.6019 | 41.3462 |
Ratio Avg Win / Avg Loss | 2.6498 | 3.4722 | 1.6808 | 1.3894 | 1.9583 | 0.8777 |
Largest Winning Trade | 335096 | 335096 | 46875 | 17573785 | 17573785 | 3089401 |
Largest Losing Trade | -42157 | -28836 | -42157 | -8942899 | -2400898 | -8942899 |
Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Winners | 51 | 55 | 46 | 51 | 55 | 46 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 7286 | 3889 | 3397 | 7286 | 3889 | 3397 |
Profit Streak | 0 | 76.346 | 0 | 0 | 76.346 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144422 | -152125 | -339342 | -115907 | 369512 | -584420 |
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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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