Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1777438.9819 | 1626867.1648 | 150571.8171 | 51348319.7439 | 48020773.5783 | 3327546.1655 |
Total P&L (%) | 1777.439 | 1626.8672 | 150.5718 | 51348.3197 | 48020.7736 | 3327.5462 |
Avg Daily Profit (%) | 0.7099 | 0.6498 | 0.0601 | 0.2497 | 0.247 | 0.1413 |
Buy And Hold Return (%) | 1802.7063 | 1802.7063 | 1802.7063 | 1802.7063 | 1802.7063 | 1802.7063 |
Max Trade Drawdown | -80072 | -39828 | -66774 | -60800340 | -33548400 | -51543880 |
Profit Factor | 6.5943 | 11.7018 | 1.9087 | 1.3337 | 1.6716 | 1.0404 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 48.6486 | 58.3333 | 53.4247 | 48.6486 | 58.3333 |
Ratio Avg Win / Avg Loss | 5.7489 | 12.3519 | 1.3633 | 1.1627 | 1.7644 | 0.7431 |
Largest Winning Trade | 1173983 | 1173983 | 50523 | 45483954 | 45483954 | 24194197 |
Largest Losing Trade | -27212 | -18768 | -27212 | -19011501 | -18127654 | -19011501 |
Avg Bars in Trades | 132 | 121 | 144 | 132 | 121 | 144 |
Avg Bars in Winners | 202 | 191 | 211 | 202 | 191 | 211 |
Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
Bars Traded | 9665 | 4479 | 5186 | 9665 | 4479 | 5186 |
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 | -220409 | -145887 | -274807 | -66804 | 399083 | -188639 |
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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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