Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045822.4022 | 836183.9298 | 209638.4724 | 28164803.4582 | 10555088.9751 | 17609714.4831 |
Total P&L (%) | 1045.8224 | 836.1839 | 209.6385 | 28164.8035 | 10555.089 | 17609.7145 |
Avg Daily Profit (%) | 0.502 | 0.4014 | 0.1006 | 0.2713 | 0.2243 | 0.2488 |
Buy And Hold Return (%) | 599.4681 | 599.4681 | 599.4681 | 599.4681 | 599.4681 | 599.4681 |
Max Trade Drawdown | -145821 | -86276 | -101224 | -10677573 | -10140197 | -7309633 |
Profit Factor | 1.8428 | 2.3167 | 1.3461 | 1.3495 | 1.2348 | 1.494 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Profitability (%) | 43.0868 | 40 | 46.1538 | 43.0868 | 40 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4342 | 3.475 | 1.5704 | 1.7825 | 1.8523 | 1.743 |
Largest Winning Trade | 175471 | 175471 | 47902 | 9469211 | 9469211 | 6687065 |
Largest Losing Trade | -48008 | -23333 | -48008 | -3133156 | -2686306 | -3133156 |
Avg Bars in Trades | 79 | 65 | 93 | 79 | 65 | 93 |
Avg Bars in Winners | 119 | 101 | 134 | 119 | 101 | 134 |
Avg Bars in Losers | 49 | 41 | 58 | 49 | 41 | 58 |
Bars Traded | 24775 | 10141 | 14634 | 24775 | 10141 | 14634 |
Profit Streak | 2.9562 | 0 | 32.0396 | 2.9562 | 0 | 32.0396 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 117818 | -32389 | -223174 | 284143 | 194773 | 381558 |
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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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