Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2536907.733 | 2468506.6458 | 68401.0872 | 48340128.6485 | 46191996.9689 | 2148131.6795 |
Total P&L (%) | 2536.9077 | 2468.5066 | 68.4011 | 48340.1286 | 46191.997 | 2148.1317 |
Avg Daily Profit (%) | 1.1196 | 1.0894 | 0.0302 | 0.2732 | 0.2712 | 0.1375 |
Buy And Hold Return (%) | 10822.9508 | 10822.9508 | 10822.9508 | 10822.9508 | 10822.9508 | 10822.9508 |
Max Trade Drawdown | -77279 | -61203 | -40481 | -23810090 | -18998056 | -8387318 |
Profit Factor | 7.5574 | 13.2294 | 1.3697 | 1.6484 | 2.0852 | 1.0671 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 8.3971 | 14.6993 | 1.5219 | 1.8315 | 2.3169 | 1.1857 |
Largest Winning Trade | 1699158 | 1699158 | 56755 | 40968401 | 40968401 | 11329220 |
Largest Losing Trade | -35567 | -35567 | -24729 | -18998056 | -18998056 | -6974247 |
Avg Bars in Trades | 114 | 118 | 111 | 114 | 118 | 111 |
Avg Bars in Winners | 172 | 180 | 164 | 172 | 180 | 164 |
Avg Bars in Losers | 62 | 62 | 63 | 62 | 62 | 63 |
Bars Traded | 8725 | 4493 | 4232 | 8725 | 4493 | 4232 |
Profit Streak | 0 | 226.5944 | 0 | 0 | 226.5944 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198607 | -143486 | -317725 | -44823 | 395024 | -322564 |
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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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