Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3142969.7891 | 2957382.5114 | 185587.2777 | 18127382.2882 | 5561278.5922 | 12566103.696 |
Total P&L (%) | 3142.9698 | 2957.3825 | 185.5873 | 18127.3823 | 5561.2786 | 12566.1037 |
Avg Daily Profit (%) | 1.5086 | 1.4195 | 0.0891 | 0.2502 | 0.1939 | 0.2327 |
Buy And Hold Return (%) | 85.4244 | 85.4244 | 85.4244 | 85.4244 | 85.4244 | 85.4244 |
Max Trade Drawdown | -116060 | -99463 | -78622 | -45354080 | -36132179 | -25208780 |
Profit Factor | 6.0448 | 8.9605 | 1.7379 | 1.1205 | 1.0601 | 1.2171 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 35.2273 | 22.7273 | 47.7273 | 35.2273 | 22.7273 | 47.7273 |
Ratio Avg Win / Avg Loss | 11.1145 | 30.4659 | 1.9034 | 2.0603 | 3.6043 | 1.3331 |
Largest Winning Trade | 2548031 | 2548031 | 81343 | 23569198 | 23569198 | 11721904 |
Largest Losing Trade | -24166 | -24166 | -23910 | -10379563 | -10379563 | -6684710 |
Avg Bars in Trades | 278 | 243 | 313 | 278 | 243 | 313 |
Avg Bars in Winners | 583 | 682 | 536 | 583 | 682 | 536 |
Avg Bars in Losers | 111 | 113 | 109 | 111 | 113 | 109 |
Bars Traded | 24469 | 10695 | 13774 | 24469 | 10695 | 13774 |
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 | 604778 | -17541 | -77299 | -83899 | -185106 | 254484 |
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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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