Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472100.4533 | 1344691.7946 | 127408.6588 | 103282009.618 | 77143595.3663 | 26138414.2517 |
Total P&L (%) | 1472.1005 | 1344.6918 | 127.4087 | 103282.0096 | 77143.5954 | 26138.4143 |
Avg Daily Profit (%) | 0.6498 | 0.5936 | 0.0562 | 0.3068 | 0.2939 | 0.2462 |
Buy And Hold Return (%) | 8344.7156 | 8344.7156 | 8344.7156 | 8344.7156 | 8344.7156 | 8344.7156 |
Max Trade Drawdown | -170799 | -115074 | -113758 | -67399469 | -36893659 | -42109744 |
Profit Factor | 1.9918 | 2.9175 | 1.1627 | 1.3035 | 1.4305 | 1.1622 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 217 | 103 | 114 | 217 | 103 | 114 |
Losing Trades | 297 | 154 | 143 | 297 | 154 | 143 |
Profitability (%) | 42.2179 | 40.0778 | 44.358 | 42.2179 | 40.0778 | 44.358 |
Ratio Avg Win / Avg Loss | 2.7262 | 4.3621 | 1.4585 | 1.7841 | 2.1389 | 1.4579 |
Largest Winning Trade | 443116 | 443116 | 32749 | 32544552 | 32544552 | 19016349 |
Largest Losing Trade | -62566 | -16727 | -62566 | -14717000 | -14717000 | -10803829 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 38 | 38 | 37 | 38 | 38 | 37 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 13525 | 6805 | 6720 | 13525 | 6805 | 6720 |
Profit Streak | 12.1423 | 12.4756 | 0 | 12.1423 | 12.4756 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149552 | -150981 | -326247 | 386133 | 311676 | -37752 |
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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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