Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529536.2654 | 1415066.0242 | 114470.2412 | 107018864.2719 | 85110952.3943 | 21907911.8776 |
Total P&L (%) | 1529.5363 | 1415.066 | 114.4702 | 107018.8643 | 85110.9524 | 21907.9119 |
Avg Daily Profit (%) | 0.7344 | 0.6794 | 0.055 | 0.3355 | 0.3245 | 0.2593 |
Buy And Hold Return (%) | 10240.6898 | 10240.6898 | 10240.6898 | 10240.6898 | 10240.6898 | 10240.6898 |
Max Trade Drawdown | -64963 | -65615 | -84272 | -49645538 | -24256705 | -44268879 |
Profit Factor | 3.3088 | 6.1849 | 1.2938 | 1.6183 | 2.1926 | 1.2154 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 142 | 65 | 77 | 142 | 65 | 77 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 48.4642 | 44.5205 | 52.381 | 48.4642 | 44.5205 | 52.381 |
Ratio Avg Win / Avg Loss | 3.5185 | 7.7073 | 1.1762 | 1.7209 | 2.7323 | 1.1049 |
Largest Winning Trade | 523036 | 523036 | 39179 | 49616164 | 49616164 | 28910350 |
Largest Losing Trade | -31506 | -17078 | -31506 | -27950699 | -10001046 | -27950699 |
Avg Bars in Trades | 83 | 78 | 89 | 83 | 78 | 89 |
Avg Bars in Winners | 122 | 128 | 118 | 122 | 128 | 118 |
Avg Bars in Losers | 47 | 38 | 57 | 47 | 38 | 57 |
Bars Traded | 24572 | 11444 | 13128 | 24572 | 11444 | 13128 |
Profit Streak | 0 | 18.0484 | 0 | 0 | 18.0484 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145911 | -145886 | -285110 | 475020 | 450037 | 82620 |
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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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