Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510291.3053 | 1470964.0769 | 39327.2284 | 27003577.0178 | 55406458.5902 | -28402881.5724 |
Total P&L (%) | 1510.2913 | 1470.9641 | 39.3272 | 27003.577 | 55406.4586 | -28402.8816 |
Avg Daily Profit (%) | 0.8082 | 0.7872 | 0.021 | 0.3002 | 0.3387 | 0 |
Buy And Hold Return (%) | 7219.5671 | 7219.5671 | 7219.5671 | 7219.5671 | 7219.5671 | 7219.5671 |
Max Trade Drawdown | -75741 | -46963 | -95458 | -36081773 | -9632691 | -38970891 |
Profit Factor | 4.575 | 8.7121 | 1.1697 | 1.3301 | 2.9516 | 0.4683 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 57.1429 | 64.2857 | 50 | 57.1429 | 64.2857 | 50 |
Ratio Avg Win / Avg Loss | 3.4313 | 4.84 | 1.1697 | 0.9976 | 1.6398 | 0.4683 |
Largest Winning Trade | 879869 | 879869 | 63260 | 31452841 | 31452841 | 6785878 |
Largest Losing Trade | -44690 | -44690 | -40642 | -17796935 | -5892759 | -17796935 |
Avg Bars in Trades | 123 | 124 | 121 | 123 | 124 | 121 |
Avg Bars in Winners | 144 | 142 | 147 | 144 | 142 | 147 |
Avg Bars in Losers | 95 | 94 | 96 | 95 | 94 | 96 |
Bars Traded | 10369 | 5249 | 5120 | 10369 | 5249 | 5120 |
Profit Streak | 0 | 230.4566 | 0 | 0 | 230.4566 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143970 | -141324 | -364319 | 222948 | 638225 | -580734 |
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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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