Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1618263.6589 | 1470092.6114 | 148171.0475 | 19281084.118 | 18207211.8802 | 1073872.2379 |
Total P&L (%) | 1618.2637 | 1470.0926 | 148.171 | 19281.0841 | 18207.2119 | 1073.8722 |
Avg Daily Profit (%) | 0.89 | 0.8085 | 0.0815 | 0.2901 | 0.2869 | 0.1355 |
Buy And Hold Return (%) | 583.0489 | 583.0489 | 583.0489 | 583.0489 | 583.0489 | 583.0489 |
Max Trade Drawdown | -132071 | -83626 | -78226 | -61884402 | -40377054 | -29874954 |
Profit Factor | 2.5656 | 3.7694 | 1.2947 | 1.104 | 1.1853 | 1.0123 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Profitability (%) | 55.5133 | 55.7252 | 55.303 | 55.5133 | 55.7252 | 55.303 |
Ratio Avg Win / Avg Loss | 2.056 | 2.9949 | 1.0464 | 0.8847 | 0.9417 | 0.8182 |
Largest Winning Trade | 849156 | 849156 | 51684 | 25786544 | 25786544 | 12149085 |
Largest Losing Trade | -42393 | -42393 | -39151 | -11326652 | -11326652 | -10062109 |
Avg Bars in Trades | 40 | 40 | 41 | 40 | 40 | 41 |
Avg Bars in Winners | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Losers | 34 | 38 | 31 | 34 | 38 | 31 |
Bars Traded | 10679 | 5263 | 5416 | 10679 | 5263 | 5416 |
Profit Streak | 2.7889 | 25.7889 | 2.7889 | 2.7889 | 25.7889 | 2.7889 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577411 | 651063 | -250746 | -97801 | -8036 | -229120 |
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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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