Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862770.4155 | 586707.0303 | 276063.3852 | 19002138.5886 | 2648231.4174 | 16353907.1713 |
Total P&L (%) | 862.7704 | 586.707 | 276.0634 | 19002.1386 | 2648.2314 | 16353.9072 |
Avg Daily Profit (%) | 0.5332 | 0.3626 | 0.1706 | 0.3252 | 0.205 | 0.3159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154616 | -163556 | -102414 | -23140825 | -26126848 | -6288644 |
Profit Factor | 1.8245 | 2.0912 | 1.5427 | 1.2227 | 1.0497 | 1.5106 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 54.4776 | 52.9851 | 55.9701 | 54.4776 | 52.9851 | 55.9701 |
Ratio Avg Win / Avg Loss | 1.5246 | 1.8556 | 1.2136 | 1.0217 | 0.9314 | 1.1883 |
Largest Winning Trade | 105653 | 105653 | 54306 | 12955526 | 12955526 | 5514229 |
Largest Losing Trade | -38506 | -28904 | -38506 | -9813478 | -9813478 | -4418742 |
Avg Bars in Trades | 71 | 62 | 80 | 71 | 62 | 80 |
Avg Bars in Winners | 80 | 70 | 89 | 80 | 70 | 89 |
Avg Bars in Losers | 60 | 52 | 67 | 60 | 52 | 67 |
Bars Traded | 19089 | 8341 | 10748 | 19089 | 8341 | 10748 |
Profit Streak | 0 | 0 | 496.188 | 0 | 0 | 496.188 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587875 | 489309 | 363458 | 385247 | -159261 | 416098 |
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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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