Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3850614.5064 | 3709281.1042 | 141333.4022 | 8669202.8817 | 10814954.7459 | -2145751.8642 |
Total P&L (%) | 3850.6145 | 3709.2811 | 141.3334 | 8669.2029 | 10814.9547 | -2145.7519 |
Avg Daily Profit (%) | 1.7418 | 1.6778 | 0.0639 | 0.2026 | 0.2125 | 0 |
Buy And Hold Return (%) | 293.0988 | 293.0988 | 293.0988 | 293.0988 | 293.0988 | 293.0988 |
Max Trade Drawdown | -101780 | -54729 | -74852 | -17117709 | -9835899 | -12641468 |
Profit Factor | 9.15 | 17.5579 | 1.5689 | 1.1393 | 1.3903 | 0.9379 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 37.8378 | 35.1351 | 40.5405 | 37.8378 | 35.1351 | 40.5405 |
Ratio Avg Win / Avg Loss | 15.0322 | 32.4146 | 2.301 | 1.8716 | 2.5667 | 1.3756 |
Largest Winning Trade | 3600920 | 3600920 | 53450 | 10051747 | 10051747 | 6661460 |
Largest Losing Trade | -42912 | -30198 | -42912 | -6322563 | -6322563 | -4433266 |
Avg Bars in Trades | 115 | 100 | 130 | 115 | 100 | 130 |
Avg Bars in Winners | 232 | 196 | 264 | 232 | 196 | 264 |
Avg Bars in Losers | 43 | 47 | 38 | 43 | 47 | 38 |
Bars Traded | 8524 | 3708 | 4816 | 8524 | 3708 | 4816 |
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 | -50995 | 600513 | -274179 | -131679 | 148180 | -582784 |
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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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