Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2264566.6001 | 2021571.2766 | 242995.3236 | 51116131.4206 | -4891151.4779 | 56007282.8985 |
Total P&L (%) | 2264.5666 | 2021.5713 | 242.9953 | 51116.1314 | -4891.1515 | 56007.2829 |
Avg Daily Profit (%) | 0.9757 | 0.871 | 0.1047 | 0.2692 | 0 | 0.2731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109708 | -127542 | -72946 | -53291189 | -64873766 | -29498160 |
Profit Factor | 4.3373 | 6.591 | 1.7666 | 1.228 | 0.9653 | 1.6737 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 50.4762 | 45.283 | 55.7692 | 50.4762 | 45.283 | 55.7692 |
Ratio Avg Win / Avg Loss | 4.2555 | 7.9641 | 1.4011 | 1.2049 | 1.1664 | 1.3274 |
Largest Winning Trade | 1415294 | 1415294 | 79900 | 25669697 | 24354088 | 25669697 |
Largest Losing Trade | -49651 | -30672 | -49651 | -20895340 | -20895340 | -15740508 |
Avg Bars in Trades | 124 | 105 | 143 | 124 | 105 | 143 |
Avg Bars in Winners | 160 | 137 | 180 | 160 | 137 | 180 |
Avg Bars in Losers | 86 | 78 | 96 | 86 | 78 | 96 |
Bars Traded | 13020 | 5580 | 7439 | 13020 | 5580 | 7439 |
Profit Streak | 0 | 0 | 50.9398 | 0 | 0 | 50.9398 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 754865 | -160133 | -229718 | 310102 | -761001 | -168021 |
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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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