Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2050228.8934 | 1939441.1343 | 110787.7591 | 67257568.1283 | 53145048.5102 | 14112519.6181 |
Total P&L (%) | 2050.2289 | 1939.4411 | 110.7878 | 67257.5681 | 53145.0485 | 14112.5196 |
Avg Daily Profit (%) | 0.9028 | 0.854 | 0.0488 | 0.2872 | 0.2768 | 0.2185 |
Buy And Hold Return (%) | 8620.7273 | 8620.7273 | 8620.7273 | 8620.7273 | 8620.7273 | 8620.7273 |
Max Trade Drawdown | -101769 | -39974 | -81242 | -19091507 | -19091507 | -9091010 |
Profit Factor | 6.3544 | 11.699 | 1.5495 | 2.4024 | 2.8176 | 1.7539 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 56.5789 | 50 | 63.1579 | 56.5789 | 50 | 63.1579 |
Ratio Avg Win / Avg Loss | 4.8767 | 11.699 | 0.9039 | 1.8437 | 2.8176 | 1.0231 |
Largest Winning Trade | 959166 | 959166 | 50839 | 43539229 | 43539229 | 14396492 |
Largest Losing Trade | -77824 | -32950 | -77824 | -19091507 | -19091507 | -9091010 |
Avg Bars in Trades | 86 | 96 | 76 | 86 | 96 | 76 |
Avg Bars in Winners | 106 | 127 | 90 | 106 | 127 | 90 |
Avg Bars in Losers | 59 | 64 | 52 | 59 | 64 | 52 |
Bars Traded | 6555 | 3656 | 2899 | 6555 | 3656 | 2899 |
Profit Streak | 0 | 229.3061 | 0 | 0 | 229.3061 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196641 | -142643 | -291878 | -39287 | 536699 | 101526 |
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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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