Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2764810.9467 | 2614744.8925 | 150066.0542 | 19678288.6589 | 15017675.441 | 4660613.2179 |
Total P&L (%) | 2764.8109 | 2614.7449 | 150.0661 | 19678.2887 | 15017.6754 | 4660.6132 |
Avg Daily Profit (%) | 1.2506 | 1.1827 | 0.0679 | 0.2394 | 0.2273 | 0.1749 |
Buy And Hold Return (%) | 820.344 | 820.344 | 820.344 | 820.344 | 820.344 | 820.344 |
Max Trade Drawdown | -90462 | -66566 | -58258 | -36122540 | -22733212 | -25269026 |
Profit Factor | 6.0961 | 11.2678 | 1.5213 | 1.1266 | 1.1901 | 1.061 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 36.2637 | 36.9565 | 35.5556 | 36.2637 | 36.9565 | 35.5556 |
Ratio Avg Win / Avg Loss | 10.7144 | 19.2216 | 2.7573 | 1.9801 | 2.0302 | 1.923 |
Largest Winning Trade | 2345375 | 2345375 | 51058 | 24786024 | 24786024 | 12928667 |
Largest Losing Trade | -28812 | -20090 | -28812 | -12746210 | -8125743 | -12746210 |
Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Winners | 198 | 185 | 211 | 198 | 185 | 211 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 8671 | 4306 | 4365 | 8671 | 4306 | 4365 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511357 | 506989 | -271081 | -76862 | -7045 | -150932 |
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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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