Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552834.9385 | 1464959.466 | 87875.4725 | 46180775.9218 | 31775341.6195 | 14405434.3023 |
Total P&L (%) | 1552.8349 | 1464.9595 | 87.8755 | 46180.7759 | 31775.3416 | 14405.4343 |
Avg Daily Profit (%) | 0.6881 | 0.6492 | 0.0389 | 0.2723 | 0.2558 | 0.2208 |
Buy And Hold Return (%) | 7369.8835 | 7369.8835 | 7369.8835 | 7369.8835 | 7369.8835 | 7369.8835 |
Max Trade Drawdown | -107998 | -98736 | -82032 | -7972509 | -14508374 | -8493541 |
Profit Factor | 2.9435 | 4.6764 | 1.2194 | 1.6979 | 1.8619 | 1.4916 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 39.5018 | 39.0071 | 40 | 39.5018 | 39.0071 | 40 |
Ratio Avg Win / Avg Loss | 4.508 | 7.3121 | 1.8291 | 2.6004 | 2.9113 | 2.2374 |
Largest Winning Trade | 524779 | 524779 | 43557 | 21580556 | 21580556 | 8440901 |
Largest Losing Trade | -31400 | -26361 | -31400 | -5882111 | -3548079 | -5882111 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 6664 | 3116 | 3548 | 6664 | 3116 | 3548 |
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 | -150282 | -150521 | -309755 | 325762 | 213295 | -404 |
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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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