Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613282.3886 | 1542444.7434 | 70837.6452 | 41540353.4048 | 45019595.5616 | -3479242.1569 |
Total P&L (%) | 1613.2824 | 1542.4447 | 70.8376 | 41540.3534 | 45019.5956 | -3479.2422 |
Avg Daily Profit (%) | 0.7145 | 0.6831 | 0.0314 | 0.2675 | 0.271 | 0 |
Buy And Hold Return (%) | 8218.5688 | 8218.5688 | 8218.5688 | 8218.5688 | 8218.5688 | 8218.5688 |
Max Trade Drawdown | -83717 | -92402 | -30333 | -28469066 | -25780204 | -11339137 |
Profit Factor | 6.7716 | 10.6391 | 1.5928 | 1.5319 | 1.8552 | 0.8634 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 63.7681 | 70.5882 | 57.1429 | 63.7681 | 70.5882 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.8475 | 4.433 | 1.1946 | 0.8704 | 0.773 | 0.6475 |
Largest Winning Trade | 811760 | 811760 | 24993 | 38060144 | 38060144 | 6545333 |
Largest Losing Trade | -56866 | -56866 | -23351 | -25780204 | -25780204 | -5928341 |
Avg Bars in Trades | 168 | 314 | 26 | 168 | 314 | 26 |
Avg Bars in Winners | 58 | 86 | 23 | 58 | 86 | 23 |
Avg Bars in Losers | 362 | 861 | 29 | 362 | 861 | 29 |
Bars Traded | 11608 | 10690 | 919 | 11608 | 10690 | 919 |
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 | -249029 | -142431 | -313687 | -97063 | 396890 | -579583 |
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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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