Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2968062.7122 | 2887873.2267 | 80189.4855 | 60662165.8084 | 44210425.0645 | 16451740.7439 |
Total P&L (%) | 2968.0627 | 2887.8732 | 80.1895 | 60662.1658 | 44210.4251 | 16451.7407 |
Avg Daily Profit (%) | 1.309 | 1.2736 | 0.0354 | 0.2831 | 0.2691 | 0.2256 |
Buy And Hold Return (%) | 9360.6454 | 9360.6454 | 9360.6454 | 9360.6454 | 9360.6454 | 9360.6454 |
Max Trade Drawdown | -124204 | -109638 | -26537 | -23644460 | -25315265 | -11874554 |
Profit Factor | 9.174 | 12.2508 | 1.7535 | 1.7224 | 1.7464 | 1.665 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 61.0526 | 53.1915 | 68.75 | 61.0526 | 53.1915 | 68.75 |
Ratio Avg Win / Avg Loss | 5.8524 | 10.7807 | 0.797 | 1.0988 | 1.5369 | 0.7568 |
Largest Winning Trade | 1996431 | 1996431 | 21756 | 44607920 | 44607920 | 12462688 |
Largest Losing Trade | -42246 | -42246 | -22081 | -12413823 | -12413823 | -4042700 |
Avg Bars in Trades | 130 | 232 | 31 | 130 | 232 | 31 |
Avg Bars in Winners | 133 | 275 | 26 | 133 | 275 | 26 |
Avg Bars in Losers | 126 | 183 | 42 | 126 | 183 | 42 |
Bars Traded | 12433 | 10922 | 1511 | 12433 | 10922 | 1511 |
Profit Streak | 0 | 71.297 | 0 | 0 | 71.297 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141955 | -142619 | -308364 | 440671 | 410855 | 95263 |
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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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