Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1376914.5794 | 1262271.0499 | 114643.5295 | 84920278.4916 | 60932983.323 | 23987295.1686 |
Total P&L (%) | 1376.9146 | 1262.2711 | 114.6435 | 84920.2785 | 60932.9833 | 23987.2952 |
Avg Daily Profit (%) | 0.6067 | 0.5562 | 0.0505 | 0.2977 | 0.283 | 0.242 |
Buy And Hold Return (%) | 8687.6077 | 8687.6077 | 8687.6077 | 8687.6077 | 8687.6077 | 8687.6077 |
Max Trade Drawdown | -98056 | -88392 | -155978 | -54145644 | -52145522 | -37362035 |
Profit Factor | 1.9003 | 2.7398 | 1.1426 | 1.2816 | 1.3725 | 1.1739 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 269 | 128 | 141 | 269 | 128 | 141 |
Losing Trades | 321 | 167 | 154 | 321 | 167 | 154 |
Profitability (%) | 45.5932 | 43.3898 | 47.7966 | 45.5932 | 43.3898 | 47.7966 |
Ratio Avg Win / Avg Loss | 2.2677 | 3.5746 | 1.248 | 1.5294 | 1.7906 | 1.2821 |
Largest Winning Trade | 379442 | 379442 | 36003 | 38997583 | 38997583 | 13755138 |
Largest Losing Trade | -60957 | -24908 | -60957 | -17121534 | -17121534 | -15993162 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 6757 | 3534 | 3223 | 6757 | 3534 | 3223 |
Profit Streak | 23.1635 | 23.1635 | 23.4969 | 23.1635 | 23.1635 | 23.4969 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147972 | -150226 | -353920 | 454990 | 346541 | -23208 |
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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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