Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546750.2718 | 1240364.1534 | 306386.1184 | 314373713.6199 | 176195069.109 | 138178644.5109 |
Total P&L (%) | 1546.7503 | 1240.3642 | 306.3861 | 314373.7136 | 176195.0691 | 138178.6445 |
Avg Daily Profit (%) | 0.8496 | 0.6813 | 0.1683 | 0.4433 | 0.4114 | 0.398 |
Buy And Hold Return (%) | 663.1262 | 663.1262 | 663.1262 | 663.1262 | 663.1262 | 663.1262 |
Max Trade Drawdown | -126849 | -78437 | -101219 | -71004832 | -57376635 | -72693966 |
Profit Factor | 2.5611 | 3.214 | 1.7116 | 1.7636 | 1.8205 | 1.7016 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 166 | 71 | 95 | 166 | 71 | 95 |
Losing Trades | 154 | 89 | 65 | 154 | 89 | 65 |
Profitability (%) | 51.875 | 44.375 | 59.375 | 51.875 | 44.375 | 59.375 |
Ratio Avg Win / Avg Loss | 2.376 | 4.0288 | 1.1711 | 1.6361 | 2.282 | 1.1643 |
Largest Winning Trade | 363651 | 363651 | 36509 | 75337117 | 75337117 | 35872174 |
Largest Losing Trade | -38126 | -38126 | -29353 | -33917764 | -33917764 | -28526818 |
Avg Bars in Trades | 16 | 25 | 8 | 16 | 25 | 8 |
Avg Bars in Winners | 19 | 32 | 8 | 19 | 32 | 8 |
Avg Bars in Losers | 14 | 19 | 7 | 14 | 19 | 7 |
Bars Traded | 5381 | 4018 | 1363 | 5381 | 4018 | 1363 |
Profit Streak | 0 | 48.638 | 0 | 0 | 48.638 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562107 | 356558 | -154519 | 563603 | 455797 | 490287 |
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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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