Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238992.261 | 1040807.1029 | 198185.1581 | 47579388.571 | 32146791.0196 | 15432597.5514 |
Total P&L (%) | 1238.9923 | 1040.8071 | 198.1852 | 47579.3886 | 32146.791 | 15432.5976 |
Avg Daily Profit (%) | 0.6783 | 0.5698 | 0.1085 | 0.3382 | 0.3167 | 0.2766 |
Buy And Hold Return (%) | 671.0447 | 671.0447 | 671.0447 | 671.0447 | 671.0447 | 671.0447 |
Max Trade Drawdown | -109064 | -54575 | -96378 | -14734458 | -21072513 | -8194740 |
Profit Factor | 2.2583 | 3.0527 | 1.4149 | 1.4856 | 1.5947 | 1.3513 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 170 | 91 | 79 | 170 | 91 | 79 |
Profitability (%) | 41.1765 | 37.2414 | 45.1389 | 41.1765 | 37.2414 | 45.1389 |
Ratio Avg Win / Avg Loss | 3.2261 | 5.1444 | 1.7197 | 2.1222 | 2.6873 | 1.6424 |
Largest Winning Trade | 287679 | 287679 | 38025 | 20438608 | 20438608 | 8273392 |
Largest Losing Trade | -29353 | -20579 | -29353 | -6072022 | -6072022 | -3199466 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5428 | 2853 | 2575 | 5428 | 2853 | 2575 |
Profit Streak | 19.786 | 27.786 | 0 | 19.786 | 27.786 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267316 | 102046 | -213812 | 376636 | 277828 | 302957 |
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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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