Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336307.5522 | 1093521.5141 | 242786.0382 | 125968211.5559 | 130708528.3381 | -4740316.7822 |
Total P&L (%) | 1336.3076 | 1093.5215 | 242.786 | 125968.2116 | 130708.5283 | -4740.3168 |
Avg Daily Profit (%) | 0.7341 | 0.6007 | 0.1334 | 0.393 | 0.395 | 0 |
Buy And Hold Return (%) | 647.6897 | 647.6897 | 647.6897 | 647.6897 | 647.6897 | 647.6897 |
Max Trade Drawdown | -85545 | -69589 | -58351 | -220880291 | -163377996 | -134498484 |
Profit Factor | 2.6153 | 3.7889 | 1.5579 | 1.1328 | 1.2931 | 0.9906 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 179 | 91 | 88 | 179 | 91 | 88 |
Profitability (%) | 39.7306 | 38.5135 | 40.9396 | 39.7306 | 38.5135 | 40.9396 |
Ratio Avg Win / Avg Loss | 3.9673 | 6.049 | 2.2475 | 1.7184 | 2.0644 | 1.429 |
Largest Winning Trade | 281483 | 281483 | 59691 | 144173260 | 144173260 | 72186568 |
Largest Losing Trade | -23121 | -17655 | -23121 | -42245621 | -38583673 | -42245621 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5403 | 2590 | 2814 | 5403 | 2590 | 2814 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322571 | 181853 | -181385 | -65829 | 234202 | -582516 |
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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) |
---|