Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930570.6378 | 738997.8676 | 191572.7703 | 31706277.4682 | 29483637.3857 | 2222640.0825 |
Total P&L (%) | 930.5706 | 738.9979 | 191.5728 | 31706.2775 | 29483.6374 | 2222.6401 |
Avg Daily Profit (%) | 0.512 | 0.4066 | 0.1054 | 0.3175 | 0.3135 | 0.1732 |
Buy And Hold Return (%) | 666.1847 | 666.1847 | 666.1847 | 666.1847 | 666.1847 | 666.1847 |
Max Trade Drawdown | -89296 | -54215 | -89565 | -34676565 | -16956759 | -22155568 |
Profit Factor | 1.868 | 2.5544 | 1.321 | 1.1931 | 1.3802 | 1.0257 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 166 | 77 | 89 | 166 | 77 | 89 |
Losing Trades | 194 | 103 | 91 | 194 | 103 | 91 |
Profitability (%) | 46.1111 | 42.7778 | 49.4444 | 46.1111 | 42.7778 | 49.4444 |
Ratio Avg Win / Avg Loss | 2.183 | 3.4169 | 1.3507 | 1.3944 | 1.8463 | 1.0487 |
Largest Winning Trade | 112273 | 112273 | 48402 | 13487520 | 13487520 | 10024786 |
Largest Losing Trade | -34173 | -31863 | -34173 | -11373675 | -5925684 | -11373675 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 86 | 78 | 92 | 86 | 78 | 92 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 21492 | 9473 | 12019 | 21492 | 9473 | 12019 |
Profit Streak | 9.9369 | 15.6036 | 9.9369 | 9.9369 | 15.6036 | 9.9369 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26585 | -118940 | -217010 | 87584 | 318704 | -186473 |
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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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