Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1686425.2703 | 1570852.5437 | 115572.7267 | 80514986.6136 | 52400160.5509 | 28114826.0628 |
Total P&L (%) | 1686.4253 | 1570.8525 | 115.5727 | 80514.9866 | 52400.1606 | 28114.8261 |
Avg Daily Profit (%) | 0.7467 | 0.6955 | 0.0512 | 0.2968 | 0.2777 | 0.2501 |
Buy And Hold Return (%) | 7883.0553 | 7883.0553 | 7883.0553 | 7883.0553 | 7883.0553 | 7883.0553 |
Max Trade Drawdown | -195709 | -146304 | -78770 | -19437370 | -23013376 | -11334350 |
Profit Factor | 2.5589 | 4.0795 | 1.2022 | 1.4891 | 1.5993 | 1.3643 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 145 | 66 | 79 | 145 | 66 | 79 |
Losing Trades | 200 | 106 | 94 | 200 | 106 | 94 |
Profitability (%) | 42.029 | 38.3721 | 45.6647 | 42.029 | 38.3721 | 45.6647 |
Ratio Avg Win / Avg Loss | 3.5295 | 6.552 | 1.4304 | 2.0539 | 2.5686 | 1.6233 |
Largest Winning Trade | 572461 | 572461 | 40277 | 34404258 | 34404258 | 14254943 |
Largest Losing Trade | -49580 | -20462 | -49580 | -9502563 | -9502563 | -8303113 |
Avg Bars in Trades | 12 | 16 | 9 | 12 | 16 | 9 |
Avg Bars in Winners | 18 | 25 | 12 | 18 | 25 | 12 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 4480 | 2779 | 1700 | 4480 | 2779 | 1700 |
Profit Streak | 0 | 15.5901 | 0 | 0 | 15.5901 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149206 | -149702 | -291926 | 367097 | 294241 | 229998 |
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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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