Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3002054.6155 | 2909612.4228 | 92442.1926 | 95821895.5101 | 69063003.2099 | 26758892.3003 |
Total P&L (%) | 3002.0546 | 2909.6124 | 92.4422 | 95821.8955 | 69063.0032 | 26758.8923 |
Avg Daily Profit (%) | 1.3234 | 1.2826 | 0.0408 | 0.3031 | 0.2887 | 0.2469 |
Buy And Hold Return (%) | 9150.5465 | 9150.5465 | 9150.5465 | 9150.5465 | 9150.5465 | 9150.5465 |
Max Trade Drawdown | -108781 | -106822 | -24251 | -28076749 | -29406404 | -16238137 |
Profit Factor | 8.9963 | 12.3409 | 1.7777 | 1.857 | 1.9111 | 1.7432 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 58.1197 | 48.2759 | 67.7966 | 58.1197 | 48.2759 | 67.7966 |
Ratio Avg Win / Avg Loss | 6.4826 | 13.2224 | 0.8444 | 1.3381 | 2.0476 | 0.828 |
Largest Winning Trade | 1970196 | 1970196 | 22154 | 55115696 | 55115696 | 15629386 |
Largest Losing Trade | -40988 | -40988 | -23883 | -15338408 | -15338408 | -5551627 |
Avg Bars in Trades | 102 | 183 | 23 | 102 | 183 | 23 |
Avg Bars in Winners | 107 | 231 | 20 | 107 | 231 | 20 |
Avg Bars in Losers | 95 | 137 | 29 | 95 | 137 | 29 |
Bars Traded | 11993 | 10615 | 1378 | 11993 | 10615 | 1378 |
Profit Streak | 6.5693 | 69.9026 | 6.5693 | 6.5693 | 69.9026 | 6.5693 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140635 | -323012 | -476589 | 515732 | -166923 | -167145 |
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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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