Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2733547.7135 | 2636068.5506 | 97479.1629 | 71022873.6507 | 64841650.6258 | 6181223.0249 |
Total P&L (%) | 2733.5477 | 2636.0686 | 97.4792 | 71022.8737 | 64841.6506 | 6181.223 |
Avg Daily Profit (%) | 1.2113 | 1.1681 | 0.0432 | 0.2914 | 0.2874 | 0.1836 |
Buy And Hold Return (%) | 8832.5756 | 8832.5756 | 8832.5756 | 8832.5756 | 8832.5756 | 8832.5756 |
Max Trade Drawdown | -55897 | -72357 | -43529 | -25614000 | -13604887 | -17590229 |
Profit Factor | 8.4465 | 15.2126 | 1.5367 | 1.8202 | 2.5439 | 1.1386 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 39.3617 | 36.1702 | 42.5532 | 39.3617 | 36.1702 | 42.5532 |
Ratio Avg Win / Avg Loss | 13.0122 | 26.8457 | 2.0746 | 2.8041 | 4.4893 | 1.5371 |
Largest Winning Trade | 1922165 | 1922165 | 49102 | 55292754 | 55292754 | 24465118 |
Largest Losing Trade | -24417 | -16248 | -24417 | -10247172 | -7812964 | -10247172 |
Avg Bars in Trades | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Winners | 186 | 187 | 185 | 186 | 187 | 185 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 8726 | 4118 | 4608 | 8726 | 4118 | 4608 |
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 | -147613 | -149061 | -301165 | 301889 | 300143 | -227641 |
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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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