Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420919.2205 | 1045611.7283 | 375307.4922 | 259787915.4078 | 102804769.8691 | 156983145.5387 |
Total P&L (%) | 1420.9192 | 1045.6117 | 375.3075 | 259787.9154 | 102804.7699 | 156983.1455 |
Avg Daily Profit (%) | 0.5959 | 0.4385 | 0.1574 | 0.3303 | 0.2913 | 0.3091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92941 | -81123 | -76286 | -202238907 | -138862476 | -162861826 |
Profit Factor | 3.237 | 4.0982 | 2.2607 | 1.3112 | 1.2341 | 1.3968 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 54.2636 | 52.3077 | 56.25 | 54.2636 | 52.3077 | 56.25 |
Ratio Avg Win / Avg Loss | 2.7283 | 3.7366 | 1.7583 | 1.1051 | 1.1252 | 1.0864 |
Largest Winning Trade | 266914 | 266914 | 71593 | 109498672 | 109498672 | 90280974 |
Largest Losing Trade | -31339 | -31339 | -30912 | -64539522 | -64539522 | -52714643 |
Avg Bars in Trades | 106 | 74 | 138 | 106 | 74 | 138 |
Avg Bars in Winners | 143 | 93 | 190 | 143 | 93 | 190 |
Avg Bars in Losers | 62 | 54 | 70 | 62 | 54 | 70 |
Bars Traded | 13723 | 4871 | 8852 | 13723 | 4871 | 8852 |
Profit Streak | 0 | 0 | 47.2595 | 0 | 0 | 47.2595 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666125 | -114171 | -126250 | 367136 | -122881 | -128164 |
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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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