Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097098.0052 | 1003118.4014 | 93979.6038 | 3191472.695 | -25226273.3717 | 28417746.0667 |
Total P&L (%) | 1097.098 | 1003.1184 | 93.9796 | 3191.4727 | -25226.2734 | 28417.7461 |
Avg Daily Profit (%) | 0.6147 | 0.5621 | 0.0527 | 0.196 | 0 | 0.3173 |
Buy And Hold Return (%) | 377.6596 | 377.6596 | 377.6596 | 377.6596 | 377.6596 | 377.6596 |
Max Trade Drawdown | -234065 | -242231 | -48612 | -97992339 | -125675297 | -13474238 |
Profit Factor | 2.032 | 2.2828 | 1.3343 | 1.0123 | 0.8796 | 1.5753 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 49.8246 | 46.1538 | 53.5211 | 49.8246 | 46.1538 | 53.5211 |
Ratio Avg Win / Avg Loss | 2.0463 | 2.6632 | 1.1588 | 1.0195 | 1.0263 | 1.368 |
Largest Winning Trade | 395807 | 395807 | 16446 | 45800032 | 45800032 | 8976440 |
Largest Losing Trade | -53628 | -53628 | -32594 | -39470647 | -39470647 | -13474238 |
Avg Bars in Trades | 74 | 137 | 10 | 74 | 137 | 10 |
Avg Bars in Winners | 67 | 133 | 10 | 67 | 133 | 10 |
Avg Bars in Losers | 81 | 141 | 11 | 81 | 141 | 11 |
Bars Traded | 21190 | 19657 | 1533 | 21190 | 19657 | 1533 |
Profit Streak | 0 | 0 | 38.3115 | 0 | 0 | 38.3115 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492169 | 374057 | -286533 | -197546 | -580782 | 444638 |
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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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