Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445687.5361 | 1296443.571 | 149243.9651 | 168915976.8376 | 157915296.6368 | 11000680.2008 |
Total P&L (%) | 1445.6875 | 1296.4436 | 149.244 | 168915.9768 | 157915.2966 | 11000.6802 |
Avg Daily Profit (%) | 0.6384 | 0.5725 | 0.0659 | 0.3287 | 0.3258 | 0.2082 |
Buy And Hold Return (%) | 7878.3114 | 7878.3114 | 7878.3114 | 7878.3114 | 7878.3114 | 7878.3114 |
Max Trade Drawdown | -71000 | -78414 | -138152 | -88551126 | -43298029 | -85373307 |
Profit Factor | 1.9437 | 2.7693 | 1.1867 | 1.2303 | 1.4488 | 1.0288 |
Total Trades | 597 | 299 | 298 | 597 | 299 | 298 |
Winning Trades | 243 | 118 | 125 | 243 | 118 | 125 |
Losing Trades | 354 | 181 | 173 | 354 | 181 | 173 |
Profitability (%) | 40.7035 | 39.4649 | 41.9463 | 40.7035 | 39.4649 | 41.9463 |
Ratio Avg Win / Avg Loss | 2.8315 | 4.2479 | 1.6424 | 1.7923 | 2.2223 | 1.4239 |
Largest Winning Trade | 391239 | 391239 | 32749 | 51622377 | 51622377 | 27069890 |
Largest Losing Trade | -40058 | -14975 | -40058 | -50009650 | -18018020 | -50009650 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 13542 | 6836 | 6705 | 13542 | 6836 | 6705 |
Profit Streak | 9.1851 | 9.6851 | 0 | 9.1851 | 9.6851 | 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 | -149853 | -151417 | -286588 | 372809 | 326547 | -225040 |
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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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