Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2609885.9647 | 2521419.701 | 88466.2637 | 82647827.4039 | 71645289.7035 | 11002537.7004 |
Total P&L (%) | 2609.886 | 2521.4197 | 88.4663 | 82647.8274 | 71645.2897 | 11002.5377 |
Avg Daily Profit (%) | 1.15 | 1.111 | 0.039 | 0.2965 | 0.2902 | 0.2077 |
Buy And Hold Return (%) | 10208.2614 | 10208.2614 | 10208.2614 | 10208.2614 | 10208.2614 | 10208.2614 |
Max Trade Drawdown | -54102 | -70956 | -49318 | -52111663 | -10246143 | -46880520 |
Profit Factor | 9.131 | 17.2827 | 1.5325 | 1.907 | 3.1602 | 1.1898 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 36.7089 | 35.8974 | 37.5 | 36.7089 | 35.8974 | 37.5 |
Ratio Avg Win / Avg Loss | 15.7431 | 30.8619 | 2.5542 | 3.2879 | 5.6432 | 1.983 |
Largest Winning Trade | 1771312 | 1771312 | 56830 | 61925174 | 61925174 | 47987698 |
Largest Losing Trade | -30605 | -17414 | -30605 | -19083382 | -8406603 | -19083382 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 111 | 118 | 105 | 111 | 118 | 105 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 4213 | 2227 | 1986 | 4213 | 2227 | 1986 |
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 | -180226 | -149277 | -308826 | -23963 | 337816 | -148904 |
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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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