Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2363586.3151 | 2244653.8336 | 118932.4815 | 7742391.8449 | 11220861.0828 | -3478469.2378 |
Total P&L (%) | 2363.5863 | 2244.6538 | 118.9325 | 7742.3918 | 11220.8611 | -3478.4692 |
Avg Daily Profit (%) | 1.0418 | 0.9893 | 0.0524 | 0.1924 | 0.2087 | 0 |
Buy And Hold Return (%) | 246.3291 | 246.3291 | 246.3291 | 246.3291 | 246.3291 | 246.3291 |
Max Trade Drawdown | -178531 | -130057 | -97907 | -54148629 | -38396968 | -30202618 |
Profit Factor | 3.9686 | 6.4949 | 1.3068 | 1.0427 | 1.1164 | 0.959 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 43.7086 | 38.1579 | 49.3333 | 43.7086 | 38.1579 | 49.3333 |
Ratio Avg Win / Avg Loss | 5.1111 | 10.5262 | 1.3421 | 1.3429 | 1.8093 | 0.9849 |
Largest Winning Trade | 1602170 | 1602170 | 50353 | 33609754 | 33609754 | 14265873 |
Largest Losing Trade | -35831 | -32966 | -35831 | -17666962 | -17666962 | -13459915 |
Avg Bars in Trades | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Winners | 137 | 142 | 134 | 137 | 142 | 134 |
Avg Bars in Losers | 46 | 44 | 47 | 46 | 44 | 47 |
Bars Traded | 13007 | 6234 | 6773 | 13007 | 6234 | 6773 |
Profit Streak | 0 | 0 | 27.8435 | 0 | 0 | 27.8435 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675327 | -32204 | -345242 | -167194 | -137331 | -637454 |
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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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