Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168901.653 | 951208.9595 | 217692.6935 | 67627503.6631 | 24592634.6836 | 43034868.9795 |
Total P&L (%) | 1168.9017 | 951.209 | 217.6927 | 67627.5037 | 24592.6347 | 43034.869 |
Avg Daily Profit (%) | 0.4934 | 0.4015 | 0.0919 | 0.2755 | 0.2328 | 0.2564 |
Buy And Hold Return (%) | 495.7242 | 495.7242 | 495.7242 | 495.7242 | 495.7242 | 495.7242 |
Max Trade Drawdown | -51719 | -68033 | -97309 | -41620862 | -52418664 | -19122346 |
Profit Factor | 2.6438 | 3.7098 | 1.6046 | 1.4439 | 1.2423 | 1.8459 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 43.7956 | 41.1765 | 46.3768 | 43.7956 | 41.1765 | 46.3768 |
Ratio Avg Win / Avg Loss | 3.3928 | 5.2997 | 1.8553 | 1.853 | 1.7748 | 2.1343 |
Largest Winning Trade | 197045 | 197045 | 64969 | 50878303 | 50878303 | 14709211 |
Largest Losing Trade | -43944 | -20543 | -43944 | -14605866 | -14605866 | -12575750 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 98 | 99 | 98 | 98 | 99 | 98 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 9254 | 4555 | 4699 | 9254 | 4555 | 4699 |
Profit Streak | 12.4645 | 0 | 23.7145 | 12.4645 | 0 | 23.7145 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347470 | -103710 | -335846 | 335651 | -103728 | -90799 |
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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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