Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1824410.0939 | 1637316.1246 | 187093.9693 | 30007496.3422 | -17825933.6331 | 47833429.9753 |
Total P&L (%) | 1824.4101 | 1637.3161 | 187.094 | 30007.4963 | -17825.9336 | 47833.43 |
Avg Daily Profit (%) | 1.0223 | 0.9174 | 0.1048 | 0.3203 | 0 | 0.3465 |
Buy And Hold Return (%) | 417.8777 | 417.8777 | 417.8777 | 417.8777 | 417.8777 | 417.8777 |
Max Trade Drawdown | -80717 | -84227 | -46833 | -53517270 | -59501446 | -18778886 |
Profit Factor | 5.3368 | 8.0889 | 1.9862 | 1.1788 | 0.8257 | 1.7298 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 37.5 | 27.7778 | 47.2222 | 37.5 | 27.7778 | 47.2222 |
Ratio Avg Win / Avg Loss | 8.8946 | 21.0311 | 2.2199 | 1.9647 | 2.1467 | 1.9333 |
Largest Winning Trade | 1131977 | 1131977 | 69714 | 26221271 | 26221271 | 19215143 |
Largest Losing Trade | -29053 | -22603 | -29053 | -15146088 | -9671898 | -15146088 |
Avg Bars in Trades | 287 | 230 | 345 | 287 | 230 | 345 |
Avg Bars in Winners | 589 | 557 | 608 | 589 | 557 | 608 |
Avg Bars in Losers | 107 | 105 | 109 | 107 | 105 | 109 |
Bars Traded | 20732 | 8305 | 12427 | 20732 | 8305 | 12427 |
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 | -69134 | 69374 | -216114 | -102272 | -595574 | 413492 |
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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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