Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780929.1736 | 720214.9551 | 60714.2185 | 2050584.9838 | 9091494.0828 | -7040909.0991 |
Total P&L (%) | 780.9292 | 720.215 | 60.7142 | 2050.585 | 9091.4941 | -7040.9091 |
Avg Daily Profit (%) | 0.3124 | 0.2881 | 0.0243 | 0.1228 | 0.181 | 0 |
Buy And Hold Return (%) | 699.9193 | 699.9193 | 699.9193 | 699.9193 | 699.9193 | 699.9193 |
Max Trade Drawdown | -158746 | -65815 | -140677 | -12412840 | -3994683 | -9975365 |
Profit Factor | 1.6836 | 2.2271 | 1.1093 | 1.0712 | 1.729 | 0.5686 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Profitability (%) | 48.4848 | 49.6644 | 47.2973 | 48.4848 | 49.6644 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.7888 | 2.2572 | 1.2361 | 1.1382 | 1.7524 | 0.6336 |
Largest Winning Trade | 335703 | 335703 | 50802 | 10103646 | 10103646 | 1000775 |
Largest Losing Trade | -59973 | -36737 | -59973 | -7399455 | -1776165 | -7399455 |
Avg Bars in Trades | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Winners | 39 | 48 | 31 | 39 | 48 | 31 |
Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
Bars Traded | 9800 | 5788 | 4012 | 9800 | 5788 | 4012 |
Profit Streak | 34.1641 | 34.1641 | 36.9141 | 34.1641 | 34.1641 | 36.9141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115623 | -143475 | -426888 | -172042 | 410548 | -581169 |
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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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