Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659916.072 | 1541465.2075 | 118450.8645 | 138741052.4239 | 100638562.5812 | 38102489.8427 |
Total P&L (%) | 1659.9161 | 1541.4652 | 118.4509 | 138741.0524 | 100638.5626 | 38102.4898 |
Avg Daily Profit (%) | 0.7327 | 0.6805 | 0.0523 | 0.3199 | 0.3057 | 0.2628 |
Buy And Hold Return (%) | 12101.5903 | 12101.5903 | 12101.5903 | 12101.5903 | 12101.5903 | 12101.5903 |
Max Trade Drawdown | -62927 | -63557 | -79860 | -54741074 | -40836598 | -43405441 |
Profit Factor | 3.8883 | 6.8873 | 1.3786 | 1.7993 | 2.1616 | 1.4383 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Profitability (%) | 36.5854 | 38.2353 | 34.9515 | 36.5854 | 38.2353 | 34.9515 |
Ratio Avg Win / Avg Loss | 6.7396 | 11.1257 | 2.5657 | 3.1189 | 3.4919 | 2.6768 |
Largest Winning Trade | 579547 | 579547 | 53778 | 66622418 | 66622418 | 54195301 |
Largest Losing Trade | -23762 | -23289 | -23762 | -36569391 | -36569391 | -16061629 |
Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 6360 | 3248 | 3112 | 6360 | 3248 | 3112 |
Profit Streak | 23.8142 | 0 | 24.8142 | 23.8142 | 0 | 24.8142 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149805 | -149962 | -292296 | 319579 | 295056 | 91057 |
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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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