Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620295.8921 | 858137.5385 | -237841.6465 | -124160.766 | 30443642.436 | -30567803.202 |
Total P&L (%) | 620.2959 | 858.1375 | -237.8416 | -124.1608 | 30443.6424 | -30567.8032 |
Avg Daily Profit (%) | 0.3035 | 0.4199 | -0.1164 | 0 | 0.2804 | 0 |
Buy And Hold Return (%) | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 |
Max Trade Drawdown | -351092 | -111424 | -466646 | -33157875 | -5749997 | -33875015 |
Profit Factor | 1.286 | 1.9177 | 0.8073 | 0.9974 | 4.0636 | 0.2034 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 146 | 74 | 72 | 197 | 102 | 95 |
Losing Trades | 202 | 100 | 102 | 151 | 72 | 79 |
Profitability (%) | 41.954 | 42.5287 | 41.3793 | 56.6092 | 58.6207 | 54.5977 |
Ratio Avg Win / Avg Loss | 1.7792 | 2.5915 | 1.1437 | 0.7645 | 2.8684 | 0.1692 |
Largest Winning Trade | 306669 | 306669 | 57604 | 16473659 | 16473659 | 941924 |
Largest Losing Trade | -120795 | -42599 | -120795 | -22599993 | -1611262 | -22599993 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 14 | 14 | 11 | 11 | 10 |
Avg Bars in Losers | 9 | 9 | 9 | 11 | 11 | 12 |
Bars Traded | 4033 | 2045 | 1988 | 4033 | 2045 | 1988 |
Profit Streak | 0 | 0 | 303.5448 | 291.5448 | 317.5448 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156777 | -154490 | -581242 | -577235 | 667828 | -579548 |
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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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