Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2889010.4431 | 2695280.2929 | 193730.1501 | 19950957.9983 | 1203273.0344 | 18747684.9639 |
Total P&L (%) | 2889.0104 | 2695.2803 | 193.7302 | 19950.958 | 1203.273 | 18747.685 |
Avg Daily Profit (%) | 1.2492 | 1.1654 | 0.0838 | 0.2295 | 0.1111 | 0.2268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106071 | -83753 | -61842 | -29025142 | -19176745 | -13928220 |
Profit Factor | 6.1595 | 9.5256 | 1.7946 | 1.2858 | 1.0284 | 1.6833 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 44.7761 | 38.2353 | 51.5152 | 44.7761 | 38.2353 | 51.5152 |
Ratio Avg Win / Avg Loss | 7.5967 | 15.3875 | 1.689 | 1.5858 | 1.6612 | 1.5843 |
Largest Winning Trade | 2255220 | 2255220 | 78168 | 14853067 | 14853067 | 10600878 |
Largest Losing Trade | -35037 | -35037 | -33840 | -8093681 | -8093681 | -6098909 |
Avg Bars in Trades | 97 | 87 | 107 | 97 | 87 | 107 |
Avg Bars in Winners | 157 | 146 | 165 | 157 | 146 | 165 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 6507 | 2962 | 3545 | 6507 | 2962 | 3545 |
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 | -101224 | 627086 | -77538 | -113911 | -237062 | 418588 |
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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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