Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2823806.5378 | 2757437.5055 | 66369.0323 | 3627874.5883 | 23369897.1207 | -19742022.5323 |
Total P&L (%) | 2823.8065 | 2757.4375 | 66.369 | 3627.8746 | 23369.8971 | -19742.0225 |
Avg Daily Profit (%) | 1.2776 | 1.2475 | 0.03 | 0.1638 | 0.2473 | 0 |
Buy And Hold Return (%) | 722.9462 | 722.9462 | 722.9462 | 722.9462 | 722.9462 | 722.9462 |
Max Trade Drawdown | -204367 | -96638 | -146123 | -34709770 | -16321045 | -21711704 |
Profit Factor | 5.0672 | 9.4472 | 1.1804 | 1.0448 | 1.6829 | 0.5781 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 42.8571 | 47.619 | 38.0952 | 42.8571 | 47.619 | 38.0952 |
Ratio Avg Win / Avg Loss | 6.7562 | 10.3919 | 1.9182 | 1.393 | 1.8512 | 0.9394 |
Largest Winning Trade | 2497745 | 2497745 | 44565 | 35372617 | 35372617 | 5409329 |
Largest Losing Trade | -41518 | -41518 | -38281 | -14083279 | -9427095 | -14083279 |
Avg Bars in Trades | 154 | 148 | 159 | 154 | 148 | 159 |
Avg Bars in Winners | 261 | 237 | 292 | 261 | 237 | 292 |
Avg Bars in Losers | 73 | 68 | 77 | 73 | 68 | 77 |
Bars Traded | 12946 | 6257 | 6689 | 12946 | 6257 | 6689 |
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 | 596363 | 677256 | -344088 | -167411 | 386903 | -585364 |
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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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