Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459160.9978 | 391132.0642 | 68028.9337 | -21954778.5791 | -6976179.0399 | -14978599.5392 |
Total P&L (%) | 459.161 | 391.1321 | 68.0289 | -21954.7786 | -6976.179 | -14978.5995 |
Avg Daily Profit (%) | 0.2205 | 0.1878 | 0.0327 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285373 | -90569 | -316335 | -32397698 | -17092823 | -17463523 |
Profit Factor | 1.3378 | 1.6901 | 1.0858 | 0.7606 | 0.8513 | 0.6657 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 196 | 98 | 98 | 145 | 76 | 69 |
Losing Trades | 139 | 70 | 69 | 190 | 92 | 98 |
Profitability (%) | 58.5075 | 58.3333 | 58.6826 | 43.2836 | 45.2381 | 41.3174 |
Ratio Avg Win / Avg Loss | 0.9488 | 1.2072 | 0.7645 | 0.9967 | 1.0305 | 0.9454 |
Largest Winning Trade | 43642 | 43642 | 40854 | 6357547 | 4303659 | 6357547 |
Largest Losing Trade | -285373 | -48155 | -285373 | -5049427 | -3356870 | -5049427 |
Avg Bars in Trades | 73 | 69 | 76 | 73 | 69 | 76 |
Avg Bars in Winners | 65 | 56 | 75 | 75 | 81 | 69 |
Avg Bars in Losers | 83 | 87 | 78 | 71 | 59 | 82 |
Bars Traded | 24491 | 11651 | 12840 | 24491 | 11651 | 12840 |
Profit Streak | 0 | 0 | 0 | 50.5336 | 69.5336 | 50.5336 |
Trades During Streak | 0 | 0 | 0 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334760 | 396459 | -275696 | -580089 | -579156 | -582845 |
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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) |
---|