Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3418010.4187 | 3357116.4024 | 60894.0163 | 14936959.8281 | 61019256.2531 | -46082296.425 |
Total P&L (%) | 3418.0104 | 3357.1164 | 60.894 | 14936.9598 | 61019.2563 | -46082.2964 |
Avg Daily Profit (%) | 1.6726 | 1.6428 | 0.0298 | 0.2456 | 0.3144 | 0 |
Buy And Hold Return (%) | 2649.2138 | 2649.2138 | 2649.2138 | 2649.2138 | 2649.2138 | 2649.2138 |
Max Trade Drawdown | -196677 | -106613 | -154808 | -75067722 | -40731612 | -69114671 |
Profit Factor | 3.9049 | 6.6779 | 1.104 | 1.0433 | 1.3666 | 0.7421 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 50.2564 | 46.3918 | 54.0816 | 50.2564 | 46.3918 | 54.0816 |
Ratio Avg Win / Avg Loss | 3.8651 | 7.7167 | 0.9374 | 1.0326 | 1.5791 | 0.6301 |
Largest Winning Trade | 2722364 | 2722364 | 69071 | 37775885 | 37775885 | 18869685 |
Largest Losing Trade | -65279 | -40361 | -65279 | -18886079 | -18886079 | -15515897 |
Avg Bars in Trades | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Winners | 26 | 35 | 19 | 26 | 35 | 19 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 4031 | 2537 | 1494 | 4031 | 2537 | 1494 |
Profit Streak | 274.5333 | 0 | 298.5333 | 274.5333 | 0 | 298.5333 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52657 | -61640 | -425133 | -163484 | 331080 | -579296 |
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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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