Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2756560.3699 | 2490736.5652 | 265823.8047 | 53598939.1341 | 27592190.691 | 26006748.4431 |
Total P&L (%) | 2756.5604 | 2490.7366 | 265.8238 | 53598.9391 | 27592.1907 | 26006.7484 |
Avg Daily Profit (%) | 1.1866 | 1.0721 | 0.1144 | 0.2709 | 0.2424 | 0.2398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81696 | -83139 | -61009 | -56010146 | -18418517 | -38249540 |
Profit Factor | 5.3539 | 9.9241 | 1.7509 | 1.4503 | 1.626 | 1.347 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 49.6894 | 44.4444 | 55 | 49.6894 | 44.4444 | 55 |
Ratio Avg Win / Avg Loss | 5.4208 | 12.4051 | 1.4325 | 1.4684 | 2.0325 | 1.1021 |
Largest Winning Trade | 2132699 | 2132699 | 80861 | 31268701 | 24223833 | 31268701 |
Largest Losing Trade | -37412 | -33809 | -37412 | -25025261 | -4999999 | -25025261 |
Avg Bars in Trades | 82 | 73 | 92 | 82 | 73 | 92 |
Avg Bars in Winners | 117 | 106 | 126 | 117 | 106 | 126 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 13314 | 5927 | 7387 | 13314 | 5927 | 7387 |
Profit Streak | 29.0435 | 54.8768 | 29.0435 | 29.0435 | 54.8768 | 29.0435 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 854789 | 331774 | -56303 | 426043 | -1236 | -9520 |
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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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