Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2878589.1319 | 2730096.9433 | 148492.1886 | 230680659.3078 | 167805524.1503 | 62875135.1574 |
Total P&L (%) | 2878.5891 | 2730.0969 | 148.4922 | 230680.6593 | 167805.5242 | 62875.1352 |
Avg Daily Profit (%) | 1.2743 | 1.2085 | 0.0657 | 0.3434 | 0.3293 | 0.2857 |
Buy And Hold Return (%) | 9920.1922 | 9920.1922 | 9920.1922 | 9920.1922 | 9920.1922 | 9920.1922 |
Max Trade Drawdown | -97118 | -74301 | -26061 | -75679893 | -59193722 | -28322643 |
Profit Factor | 9.9873 | 16.0753 | 2.0668 | 2.2012 | 2.428 | 1.8435 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
Ratio Avg Win / Avg Loss | 15.4975 | 29.6775 | 2.7126 | 3.4156 | 4.4825 | 2.4196 |
Largest Winning Trade | 1784224 | 1784224 | 48825 | 120494090 | 120494090 | 70237446 |
Largest Losing Trade | -33688 | -33688 | -19024 | -23993271 | -23993271 | -18754222 |
Avg Bars in Trades | 176 | 166 | 187 | 176 | 166 | 187 |
Avg Bars in Winners | 311 | 328 | 298 | 311 | 328 | 298 |
Avg Bars in Losers | 89 | 78 | 103 | 89 | 78 | 103 |
Bars Traded | 13086 | 6145 | 6941 | 13086 | 6145 | 6941 |
Profit Streak | 0 | 149.5494 | 0 | 0 | 149.5494 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216653 | -148541 | -269631 | -59530 | 322430 | 331387 |
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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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