Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2588671.8971 | 2598249.2498 | -9577.3528 | 15015425.7074 | 20764375.494 | -5748949.7867 |
Total P&L (%) | 2588.6719 | 2598.2493 | -9.5774 | 15015.4257 | 20764.3755 | -5748.9498 |
Avg Daily Profit (%) | 1.4161 | 1.4214 | -0.0052 | 0.2749 | 0.2926 | 0 |
Buy And Hold Return (%) | 7820.7248 | 7820.7248 | 7820.7248 | 7820.7248 | 7820.7248 | 7820.7248 |
Max Trade Drawdown | -120625 | -69794 | -172802 | -11574972 | -8049023 | -11600077 |
Profit Factor | 3.3909 | 5.9623 | 0.9829 | 1.2313 | 1.65 | 0.8256 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Profitability (%) | 46.9965 | 47.8873 | 46.0993 | 46.9965 | 47.8873 | 46.0993 |
Ratio Avg Win / Avg Loss | 3.8244 | 6.4884 | 1.1492 | 1.3887 | 1.7955 | 0.9653 |
Largest Winning Trade | 1758582 | 1758582 | 76811 | 11585806 | 11585806 | 3872694 |
Largest Losing Trade | -63851 | -40750 | -63851 | -3501877 | -3501877 | -3011349 |
Avg Bars in Trades | 75 | 72 | 79 | 75 | 72 | 79 |
Avg Bars in Winners | 121 | 111 | 131 | 121 | 111 | 131 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 21414 | 10248 | 11166 | 21414 | 10248 | 11166 |
Profit Streak | 286.5868 | 317.9202 | 0 | 286.5868 | 317.9202 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144691 | -143225 | -580808 | 65525 | 319756 | -582475 |
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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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