Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2974879.2341 | 2844147.1338 | 130732.1003 | 114489755.22 | 123413544.7723 | -8923789.5522 |
Total P&L (%) | 2974.8792 | 2844.1471 | 130.7321 | 114489.7552 | 123413.5448 | -8923.7896 |
Avg Daily Profit (%) | 1.3086 | 1.2511 | 0.0575 | 0.3103 | 0.3136 | 0 |
Buy And Hold Return (%) | 8838.3676 | 8838.3676 | 8838.3676 | 8838.3676 | 8838.3676 | 8838.3676 |
Max Trade Drawdown | -77642 | -61192 | -88222 | -111373418 | -51125993 | -104740798 |
Profit Factor | 11.0864 | 17.5744 | 2.0599 | 1.479 | 1.9668 | 0.9199 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 62.9032 | 61.2903 | 64.5161 |
Ratio Avg Win / Avg Loss | 6.5381 | 11.0996 | 1.133 | 0.8723 | 1.2422 | 0.5059 |
Largest Winning Trade | 2207034 | 2207034 | 29971 | 67953978 | 67953978 | 13662405 |
Largest Losing Trade | -44830 | -39599 | -44830 | -55768315 | -43216284 | -55768315 |
Avg Bars in Trades | 101 | 139 | 64 | 101 | 139 | 64 |
Avg Bars in Winners | 85 | 117 | 56 | 85 | 117 | 56 |
Avg Bars in Losers | 128 | 174 | 77 | 128 | 174 | 77 |
Bars Traded | 6304 | 4317 | 1987 | 6304 | 4317 | 1987 |
Profit Streak | 118.0773 | 118.0773 | 318.0773 | 118.0773 | 118.0773 | 318.0773 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299081 | -141310 | -275915 | -146947 | 504569 | -577590 |
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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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