Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768729.2476 | 1572899.3342 | 195829.9133 | 79856699.5329 | 56295026.0946 | 23561673.4382 |
Total P&L (%) | 1768.7292 | 1572.8993 | 195.8299 | 79856.6995 | 56295.0261 | 23561.6734 |
Avg Daily Profit (%) | 0.9686 | 0.8614 | 0.1072 | 0.3667 | 0.3475 | 0.2998 |
Buy And Hold Return (%) | 907.5952 | 907.5952 | 907.5952 | 907.5952 | 907.5952 | 907.5952 |
Max Trade Drawdown | -60746 | -51158 | -44797 | -59558879 | -38043940 | -32878858 |
Profit Factor | 5.0184 | 7.9907 | 1.9102 | 1.4504 | 1.6374 | 1.2648 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 37.069 | 32.7586 | 41.3793 | 37.069 | 32.7586 | 41.3793 |
Ratio Avg Win / Avg Loss | 8.5196 | 16.4019 | 2.7061 | 2.4624 | 3.361 | 1.7918 |
Largest Winning Trade | 889556 | 889556 | 71733 | 42555561 | 36400793 | 42555561 |
Largest Losing Trade | -17015 | -17015 | -14145 | -13241104 | -12888816 | -13241104 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 91 | 105 | 80 | 91 | 105 | 80 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5178 | 2713 | 2465 | 5178 | 2713 | 2465 |
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 | 330116 | -173959 | -395371 | 246825 | -174638 | -173536 |
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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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