Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463927.1656 | 1380058.3444 | 83868.8212 | 42062696.1429 | 82210945.6432 | -40148249.5003 |
Total P&L (%) | 1463.9272 | 1380.0583 | 83.8688 | 42062.6961 | 82210.9456 | -40148.2495 |
Avg Daily Profit (%) | 0.646 | 0.609 | 0.037 | 0.2671 | 0.2967 | 0 |
Buy And Hold Return (%) | 9640.4475 | 9640.4475 | 9640.4475 | 9640.4475 | 9640.4475 | 9640.4475 |
Max Trade Drawdown | -175407 | -136729 | -98722 | -174956986 | -118271457 | -92350923 |
Profit Factor | 2.1722 | 3.4664 | 1.1217 | 1.0713 | 1.3309 | 0.8825 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 192 | 92 | 100 | 192 | 92 | 100 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 57.6577 | 55.0898 | 60.241 | 57.6577 | 55.0898 | 60.241 |
Ratio Avg Win / Avg Loss | 1.5952 | 2.8259 | 0.7403 | 0.7867 | 1.085 | 0.5825 |
Largest Winning Trade | 438407 | 438407 | 40228 | 75599742 | 75599742 | 35917458 |
Largest Losing Trade | -42924 | -31255 | -42924 | -49794455 | -36075072 | -49794455 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4464 | 2239 | 2225 | 4464 | 2239 | 2225 |
Profit Streak | 9.0487 | 29.0487 | 0 | 9.0487 | 29.0487 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146115 | -145350 | -395670 | -133401 | 410398 | -578858 |
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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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