Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2791714.7844 | 2620759.1979 | 170955.5865 | 15803705.4708 | -6620838.4923 | 22424543.9631 |
Total P&L (%) | 2791.7148 | 2620.7592 | 170.9556 | 15803.7055 | -6620.8385 | 22424.544 |
Avg Daily Profit (%) | 1.2609 | 1.1837 | 0.0772 | 0.2292 | 0 | 0.245 |
Buy And Hold Return (%) | 204.6643 | 204.6643 | 204.6643 | 204.6643 | 204.6643 | 204.6643 |
Max Trade Drawdown | -72998 | -81904 | -57908 | -30880326 | -30874991 | -10568346 |
Profit Factor | 6.1412 | 8.8432 | 1.8185 | 1.1275 | 0.9242 | 1.612 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 53.7634 | 50 | 57.4468 | 53.7634 | 50 | 57.4468 |
Ratio Avg Win / Avg Loss | 5.2814 | 8.8432 | 1.347 | 0.9697 | 0.9242 | 1.1941 |
Largest Winning Trade | 2390053 | 2390053 | 59455 | 14800249 | 14800249 | 12436597 |
Largest Losing Trade | -51020 | -51020 | -27455 | -14997624 | -14997624 | -5505786 |
Avg Bars in Trades | 68 | 97 | 39 | 68 | 97 | 39 |
Avg Bars in Winners | 86 | 132 | 47 | 86 | 132 | 47 |
Avg Bars in Losers | 46 | 63 | 28 | 46 | 63 | 28 |
Bars Traded | 6348 | 4507 | 1841 | 6348 | 4507 | 1841 |
Profit Streak | 30.3022 | 0 | 35.6355 | 30.3022 | 0 | 35.6355 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 841332 | 795632 | -251701 | -72367 | -580704 | 430265 |
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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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