Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428107.2155 | 1290819.6196 | 137287.5959 | 128203540.0611 | 92126480.4793 | 36077059.5817 |
Total P&L (%) | 1428.1072 | 1290.8196 | 137.2876 | 128203.5401 | 92126.4805 | 36077.0596 |
Avg Daily Profit (%) | 0.6329 | 0.572 | 0.0608 | 0.3177 | 0.303 | 0.2614 |
Buy And Hold Return (%) | 7558.3804 | 7558.3804 | 7558.3804 | 7558.3804 | 7558.3804 | 7558.3804 |
Max Trade Drawdown | -137065 | -111258 | -108683 | -87328521 | -42024456 | -45304065 |
Profit Factor | 2.1276 | 3.1432 | 1.2067 | 1.3622 | 1.4894 | 1.2177 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 171 | 81 | 90 | 171 | 81 | 90 |
Losing Trades | 236 | 122 | 114 | 236 | 122 | 114 |
Profitability (%) | 42.0147 | 39.9015 | 44.1176 | 42.0147 | 39.9015 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.9363 | 4.7342 | 1.5285 | 1.88 | 2.2432 | 1.5425 |
Largest Winning Trade | 410295 | 410295 | 38191 | 45260536 | 45260536 | 24969863 |
Largest Losing Trade | -37607 | -19270 | -37607 | -24941691 | -21005988 | -24941691 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 13423 | 6550 | 6872 | 13423 | 6550 | 6872 |
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 | -150971 | -151973 | -278613 | 347062 | 282608 | 214005 |
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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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