Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2177605.7994 | 2103560.0432 | 74045.7562 | 1969879.2423 | 6656379.2092 | -4686499.9669 |
Total P&L (%) | 2177.6058 | 2103.56 | 74.0458 | 1969.8792 | 6656.3792 | -4686.5 |
Avg Daily Profit (%) | 0.985 | 0.9515 | 0.0335 | 0.1372 | 0.1908 | 0 |
Buy And Hold Return (%) | 118.0113 | 118.0113 | 118.0113 | 118.0113 | 118.0113 | 118.0113 |
Max Trade Drawdown | -137903 | -84696 | -81783 | -11996451 | -6375799 | -7559493 |
Profit Factor | 4.6251 | 8.9395 | 1.2205 | 1.0584 | 1.4472 | 0.7516 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.1558 | 44.7368 | 43.5897 | 44.1558 | 44.7368 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.8494 | 11.0429 | 1.5795 | 1.3385 | 1.7877 | 0.9726 |
Largest Winning Trade | 1942164 | 1942164 | 51040 | 8650321 | 8650321 | 3077524 |
Largest Losing Trade | -46273 | -36942 | -46273 | -4063909 | -4063909 | -3209782 |
Avg Bars in Trades | 109 | 108 | 111 | 109 | 108 | 111 |
Avg Bars in Winners | 172 | 166 | 178 | 172 | 166 | 178 |
Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
Bars Traded | 8462 | 4106 | 4356 | 8462 | 4106 | 4356 |
Profit Streak | 0 | 43.1223 | 0 | 0 | 43.1223 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27703 | 732400 | -315688 | -214389 | 308589 | -583250 |
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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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