Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2616106.8475 | 2503179.873 | 112926.9745 | 102722169.3443 | 73000940.328 | 29721229.0162 |
Total P&L (%) | 2616.1068 | 2503.1799 | 112.927 | 102722.1693 | 73000.9403 | 29721.229 |
Avg Daily Profit (%) | 1.1547 | 1.1048 | 0.0498 | 0.3066 | 0.2915 | 0.2518 |
Buy And Hold Return (%) | 10021.1713 | 10021.1713 | 10021.1713 | 10021.1713 | 10021.1713 | 10021.1713 |
Max Trade Drawdown | -83295 | -68132 | -58824 | -22944447 | -16801080 | -17030014 |
Profit Factor | 6.9845 | 13.5535 | 1.475 | 1.8751 | 2.4882 | 1.435 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 50 | 49.0909 | 50.9091 | 50 | 49.0909 | 50.9091 |
Ratio Avg Win / Avg Loss | 6.9845 | 14.0555 | 1.4223 | 1.8751 | 2.5804 | 1.3837 |
Largest Winning Trade | 1523506 | 1523506 | 47413 | 48490411 | 48490411 | 27926642 |
Largest Losing Trade | -37265 | -27331 | -37265 | -11781702 | -6057893 | -11781702 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 6545 | 3250 | 3295 | 6545 | 3250 | 3295 |
Profit Streak | 0 | 171.6377 | 0 | 0 | 171.6377 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143483 | -322816 | -470911 | 460812 | -165435 | -173689 |
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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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