Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287483.5226 | 1043305.1803 | 244178.3423 | 133834091.7114 | 110314003.4975 | 23520088.2138 |
Total P&L (%) | 1287.4835 | 1043.3052 | 244.1783 | 133834.0917 | 110314.0035 | 23520.0882 |
Avg Daily Profit (%) | 0.707 | 0.5729 | 0.1341 | 0.3962 | 0.3855 | 0.3005 |
Buy And Hold Return (%) | 658.1154 | 658.1154 | 658.1154 | 658.1154 | 658.1154 | 658.1154 |
Max Trade Drawdown | -122057 | -78064 | -58494 | -70132900 | -48920151 | -35621390 |
Profit Factor | 2.8426 | 4.0499 | 1.6847 | 1.4387 | 1.7567 | 1.1477 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 52.6667 | 49.3333 | 56 | 52.6667 | 49.3333 | 56 |
Ratio Avg Win / Avg Loss | 2.5548 | 4.1593 | 1.3237 | 1.293 | 1.8042 | 0.9017 |
Largest Winning Trade | 325243 | 325243 | 54543 | 42388887 | 42388887 | 29217653 |
Largest Losing Trade | -31417 | -31417 | -28137 | -30976465 | -20187829 | -30976465 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 3521 | 1822 | 1699 | 3521 | 1822 | 1699 |
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 | 432974 | -48269 | -233341 | 433999 | -43985 | -106486 |
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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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