Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2853845.125 | 2677892.0381 | 175953.087 | 35529081.7946 | 23734588.2216 | 11794493.573 |
Total P&L (%) | 2853.8451 | 2677.892 | 175.9531 | 35529.0818 | 23734.5882 | 11794.4936 |
Avg Daily Profit (%) | 1.2831 | 1.204 | 0.0791 | 0.2645 | 0.2464 | 0.2151 |
Buy And Hold Return (%) | 872.0854 | 872.0854 | 872.0854 | 872.0854 | 872.0854 | 872.0854 |
Max Trade Drawdown | -133282 | -54189 | -106268 | -96313246 | -25158321 | -80921509 |
Profit Factor | 6.7466 | 13.815 | 1.6117 | 1.1608 | 1.2914 | 1.0846 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 44.0476 | 47.619 | 40.4762 | 44.0476 | 47.619 | 40.4762 |
Ratio Avg Win / Avg Loss | 8.5701 | 15.1965 | 2.3702 | 1.4745 | 1.4205 | 1.5949 |
Largest Winning Trade | 2380561 | 2380561 | 56228 | 29364836 | 29364836 | 28311994 |
Largest Losing Trade | -35791 | -25949 | -35791 | -30939212 | -13915853 | -30939212 |
Avg Bars in Trades | 155 | 146 | 164 | 155 | 146 | 164 |
Avg Bars in Winners | 264 | 232 | 302 | 264 | 232 | 302 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 13074 | 6164 | 6910 | 13074 | 6164 | 6910 |
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 | 617557 | 652105 | -253713 | -37137 | 272988 | -121898 |
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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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