Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704670.8926 | 1612889.1932 | 91781.6994 | 56033186.9424 | 27605054.1866 | 28428132.7558 |
Total P&L (%) | 1704.6709 | 1612.8892 | 91.7817 | 56033.1869 | 27605.0542 | 28428.1328 |
Avg Daily Profit (%) | 0.8185 | 0.7744 | 0.0441 | 0.3044 | 0.2704 | 0.2718 |
Buy And Hold Return (%) | 11720.165 | 11720.165 | 11720.165 | 11720.165 | 11720.165 | 11720.165 |
Max Trade Drawdown | -134424 | -132064 | -51714 | -36145883 | -36324876 | -11501381 |
Profit Factor | 2.7751 | 3.2186 | 1.3934 | 1.2733 | 1.1714 | 1.6469 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 198 | 88 | 110 | 198 | 88 | 110 |
Losing Trades | 157 | 89 | 68 | 157 | 89 | 68 |
Profitability (%) | 55.7746 | 49.7175 | 61.7978 | 55.7746 | 49.7175 | 61.7978 |
Ratio Avg Win / Avg Loss | 2.2005 | 3.2552 | 0.8614 | 1.0096 | 1.1847 | 1.0181 |
Largest Winning Trade | 553052 | 553052 | 13408 | 34097564 | 34097564 | 3185582 |
Largest Losing Trade | -37514 | -37514 | -12955 | -9727423 | -9727423 | -5419403 |
Avg Bars in Trades | 68 | 120 | 18 | 68 | 120 | 18 |
Avg Bars in Winners | 77 | 155 | 15 | 77 | 155 | 15 |
Avg Bars in Losers | 57 | 85 | 22 | 57 | 85 | 22 |
Bars Traded | 24459 | 21245 | 3214 | 24459 | 21245 | 3214 |
Profit Streak | 13.4748 | 0 | 34.8914 | 13.4748 | 0 | 34.8914 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144092 | -146417 | -297663 | 379072 | -27650 | 352204 |
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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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