Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231030.6268 | 848607.1769 | 382423.4499 | 39008727.5847 | 10605323.1826 | 28403404.4021 |
Total P&L (%) | 1231.0306 | 848.6072 | 382.4235 | 39008.7276 | 10605.3232 | 28403.4044 |
Avg Daily Profit (%) | 0.829 | 0.5715 | 0.2575 | 0.4028 | 0.3152 | 0.3814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82642 | -119682 | -85904 | -20782290 | -20548249 | -9374123 |
Profit Factor | 2.3283 | 2.6553 | 1.9235 | 1.332 | 1.1679 | 1.5226 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 125 | 53 | 72 | 125 | 53 | 72 |
Losing Trades | 178 | 98 | 80 | 178 | 98 | 80 |
Profitability (%) | 41.2541 | 35.0993 | 47.3684 | 41.2541 | 35.0993 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.3156 | 4.9098 | 2.1373 | 1.8967 | 2.1595 | 1.6918 |
Largest Winning Trade | 562490 | 562490 | 37973 | 10552218 | 10552218 | 9931537 |
Largest Losing Trade | -26613 | -21394 | -26613 | -6585548 | -6585548 | -5162701 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 4361 | 2254 | 2107 | 4361 | 2254 | 2107 |
Profit Streak | 17.3749 | 0 | 19.0415 | 17.3749 | 0 | 19.0415 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599567 | 395864 | 425533 | 366865 | -30976 | 439143 |
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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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