Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980965.1196 | 851105.2681 | 129859.8515 | 12973821.9156 | 19229174.3671 | -6255352.4514 |
Total P&L (%) | 980.9651 | 851.1053 | 129.8599 | 12973.8219 | 19229.1744 | -6255.3525 |
Avg Daily Profit (%) | 0.3923 | 0.3404 | 0.0519 | 0.1951 | 0.2107 | 0 |
Buy And Hold Return (%) | 874.7191 | 874.7191 | 874.7191 | 874.7191 | 874.7191 | 874.7191 |
Max Trade Drawdown | -81650 | -57465 | -68545 | -13723762 | -5294847 | -11590642 |
Profit Factor | 2.7451 | 3.9025 | 1.4829 | 1.3724 | 2.2189 | 0.6719 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 52.8455 | 48.3871 | 57.377 | 52.8455 | 48.3871 | 57.377 |
Ratio Avg Win / Avg Loss | 2.4494 | 4.1626 | 1.1016 | 1.2246 | 2.3669 | 0.4991 |
Largest Winning Trade | 370464 | 370464 | 48236 | 17419571 | 17419571 | 2032228 |
Largest Losing Trade | -50890 | -27197 | -50890 | -7712756 | -2853289 | -7712756 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 49 | 56 | 43 | 49 | 56 | 43 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 4820 | 2548 | 2272 | 4820 | 2548 | 2272 |
Profit Streak | 70.8846 | 81.8846 | 0 | 70.8846 | 81.8846 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111816 | -303799 | -448861 | 351900 | -141897 | -741502 |
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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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