Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2469420.1814 | 2301232.5764 | 168187.6049 | 36564600.3784 | 33957315.5245 | 2607284.8539 |
Total P&L (%) | 2469.4202 | 2301.2326 | 168.1876 | 36564.6004 | 33957.3155 | 2607.2849 |
Avg Daily Profit (%) | 1.1125 | 1.0367 | 0.0758 | 0.2663 | 0.263 | 0.1487 |
Buy And Hold Return (%) | 918.8679 | 918.8679 | 918.8679 | 918.8679 | 918.8679 | 918.8679 |
Max Trade Drawdown | -125223 | -86466 | -98418 | -67535091 | -43081718 | -58130719 |
Profit Factor | 5.0328 | 8.712 | 1.5357 | 1.1438 | 1.2547 | 1.0216 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 48.9796 | 51.0204 | 46.9388 | 48.9796 | 51.0204 | 46.9388 |
Ratio Avg Win / Avg Loss | 5.2425 | 8.3635 | 1.736 | 1.1915 | 1.2045 | 1.1548 |
Largest Winning Trade | 1893842 | 1893842 | 65549 | 39161435 | 39161435 | 20163885 |
Largest Losing Trade | -32257 | -32257 | -30287 | -18477269 | -18477269 | -15104633 |
Avg Bars in Trades | 88 | 75 | 102 | 88 | 75 | 102 |
Avg Bars in Winners | 135 | 115 | 155 | 135 | 115 | 155 |
Avg Bars in Losers | 44 | 33 | 54 | 44 | 33 | 54 |
Bars Traded | 8709 | 3711 | 4998 | 8709 | 3711 | 4998 |
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 | 638333 | 668758 | -256017 | -53861 | 310034 | -195271 |
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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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