Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744214.3717 | 389464.7895 | 354749.5822 | 11269364.2702 | 1011277.5829 | 10258086.6873 |
Total P&L (%) | 744.2144 | 389.4648 | 354.7496 | 11269.3643 | 1011.2776 | 10258.0867 |
Avg Daily Profit (%) | 0.4094 | 0.2142 | 0.1952 | 0.2607 | 0.1326 | 0.2556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109997 | -90125 | -68568 | -24738095 | -20214784 | -15193607 |
Profit Factor | 1.892 | 1.8345 | 1.9651 | 1.096 | 1.0167 | 1.1809 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 40.8397 | 37.4046 | 44.2748 | 40.8397 | 37.4046 | 44.2748 |
Ratio Avg Win / Avg Loss | 2.7408 | 3.07 | 2.4733 | 1.5876 | 1.7013 | 1.4863 |
Largest Winning Trade | 98603 | 98603 | 52157 | 10518237 | 10518237 | 8454764 |
Largest Losing Trade | -31325 | -31325 | -22905 | -5195550 | -3857222 | -5195550 |
Avg Bars in Trades | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Winners | 123 | 130 | 117 | 123 | 130 | 117 |
Avg Bars in Losers | 53 | 64 | 39 | 53 | 64 | 39 |
Bars Traded | 21456 | 11740 | 9716 | 21456 | 11740 | 9716 |
Profit Streak | 17.6549 | 0 | 19.4882 | 17.6549 | 0 | 19.4882 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424598 | 220275 | 339730 | -106935 | -221848 | -14937 |
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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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