Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965948.0625 | 814465.5586 | 151482.504 | 26375901.7383 | 30827936.1543 | -4452034.416 |
Total P&L (%) | 965.9481 | 814.4656 | 151.4825 | 26375.9017 | 30827.9362 | -4452.0344 |
Avg Daily Profit (%) | 0.3862 | 0.3257 | 0.0606 | 0.2233 | 0.2295 | 0 |
Buy And Hold Return (%) | 866.7722 | 866.7722 | 866.7722 | 866.7722 | 866.7722 | 866.7722 |
Max Trade Drawdown | -92203 | -38729 | -95549 | -11636248 | -4555273 | -16777075 |
Profit Factor | 2.6076 | 4.4087 | 1.4185 | 1.6183 | 2.8964 | 0.8314 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 56.4516 | 54.8387 | 58.0645 | 56.4516 | 54.8387 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.0116 | 3.6307 | 1.0245 | 1.2484 | 2.3853 | 0.6004 |
Largest Winning Trade | 342488 | 342488 | 47443 | 22212299 | 22212299 | 4242307 |
Largest Losing Trade | -29496 | -25160 | -29496 | -4638516 | -2798447 | -4638516 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 4823 | 2225 | 2598 | 4823 | 2225 | 2598 |
Profit Streak | 81.208 | 91.208 | 81.208 | 81.208 | 91.208 | 81.208 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112527 | -147745 | -275442 | 476645 | 553650 | -579202 |
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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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