Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2693048.9622 | 2644981.6488 | 48067.3134 | 2865662.9551 | 20461201.6394 | -17595538.6843 |
Total P&L (%) | 2693.049 | 2644.9816 | 48.0673 | 2865.663 | 20461.2016 | -17595.5387 |
Avg Daily Profit (%) | 1.2114 | 1.1897 | 0.0216 | 0.1526 | 0.2399 | 0 |
Buy And Hold Return (%) | 903.8628 | 903.8628 | 903.8628 | 903.8628 | 903.8628 | 903.8628 |
Max Trade Drawdown | -183928 | -102138 | -131506 | -27642391 | -11372354 | -19073359 |
Profit Factor | 4.7139 | 9.042 | 1.1213 | 1.0503 | 1.9656 | 0.5088 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 41.8605 | 46.5116 | 37.2093 | 41.8605 | 46.5116 | 37.2093 |
Ratio Avg Win / Avg Loss | 6.5471 | 10.3983 | 1.8922 | 1.4587 | 2.2604 | 0.8586 |
Largest Winning Trade | 2359753 | 2359753 | 49164 | 28499526 | 28499526 | 3711014 |
Largest Losing Trade | -48784 | -47035 | -48784 | -14492635 | -7156271 | -14492635 |
Avg Bars in Trades | 152 | 148 | 156 | 152 | 148 | 156 |
Avg Bars in Winners | 260 | 235 | 291 | 260 | 235 | 291 |
Avg Bars in Losers | 74 | 71 | 76 | 74 | 71 | 76 |
Bars Traded | 13091 | 6369 | 6722 | 13091 | 6369 | 6722 |
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 | 541555 | 631808 | -420653 | -163498 | 389033 | -585701 |
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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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