Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24371858.774 | 24546498.9636 | -174640.1896 | 163023.9317 | 150894.9052 | 12129.0266 |
Total P&L (%) | 24371.8588 | 24546.499 | -174.6402 | 163.0239 | 150.8949 | 12.129 |
Avg Daily Profit (%) | 10.7011 | 10.7778 | -0.0767 | 0.0425 | 0.0404 | 0.005 |
Buy And Hold Return (%) | 8044.6682 | 8044.6682 | 8044.6682 | 8044.6682 | 8044.6682 | 8044.6682 |
Max Trade Drawdown | -272026 | -178292 | -182711 | -13879309 | -11238453 | -2949006 |
Profit Factor | 34.6647 | 58.3367 | 0.4097 | 1.0094 | 1.0114 | 1.0029 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40.9091 | 42.4242 | 39.3939 | 40.9091 | 42.4242 | 39.3939 |
Ratio Avg Win / Avg Loss | 50.0712 | 79.1712 | 0.6303 | 1.458 | 1.3726 | 1.543 |
Largest Winning Trade | 24530626 | 24530626 | 29075 | 11104396 | 11104396 | 2992670 |
Largest Losing Trade | -63109 | -63109 | -43330 | -8925113 | -8925113 | -1495086 |
Avg Bars in Trades | 130 | 164 | 96 | 130 | 164 | 96 |
Avg Bars in Winners | 155 | 201 | 104 | 155 | 201 | 104 |
Avg Bars in Losers | 113 | 136 | 91 | 113 | 136 | 91 |
Bars Traded | 8599 | 5415 | 3184 | 8599 | 5415 | 3184 |
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 | -110925 | 663679 | -584927 | -644446 | -515653 | -572206 |
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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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