Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959386.9452 | 781746.3498 | 177640.5954 | 26901103.7164 | 23972723.2587 | 2928380.4576 |
Total P&L (%) | 959.3869 | 781.7464 | 177.6406 | 26901.1037 | 23972.7233 | 2928.3805 |
Avg Daily Profit (%) | 0.5285 | 0.4306 | 0.0979 | 0.3089 | 0.3025 | 0.1881 |
Buy And Hold Return (%) | 771.8792 | 771.8792 | 771.8792 | 771.8792 | 771.8792 | 771.8792 |
Max Trade Drawdown | -110016 | -64738 | -79599 | -12721713 | -8230224 | -10716133 |
Profit Factor | 1.9625 | 2.6613 | 1.3376 | 1.2954 | 1.5703 | 1.0597 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 58.6614 | 59.8425 | 57.4803 | 58.6614 | 59.8425 | 57.4803 |
Ratio Avg Win / Avg Loss | 1.3829 | 1.7859 | 0.9894 | 0.9129 | 1.0537 | 0.7839 |
Largest Winning Trade | 96865 | 96865 | 72176 | 8475585 | 8475585 | 5848170 |
Largest Losing Trade | -71400 | -35081 | -71400 | -7096816 | -5762602 | -7096816 |
Avg Bars in Trades | 84 | 80 | 89 | 84 | 80 | 89 |
Avg Bars in Winners | 89 | 83 | 96 | 89 | 83 | 96 |
Avg Bars in Losers | 77 | 75 | 79 | 77 | 75 | 79 |
Bars Traded | 21536 | 10193 | 11343 | 21536 | 10193 | 11343 |
Profit Streak | 0 | 12.7513 | 0 | 0 | 12.7513 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74287 | -145044 | -228710 | 353132 | 443535 | -150199 |
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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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