Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2557273.8724 | 2486142.6018 | 71131.2705 | 33105942.7567 | 36283464.5649 | -3177521.8083 |
Total P&L (%) | 2557.2739 | 2486.1426 | 71.1313 | 33105.9428 | 36283.4646 | -3177.5218 |
Avg Daily Profit (%) | 1.3687 | 1.3307 | 0.0381 | 0.3112 | 0.3161 | 0 |
Buy And Hold Return (%) | 7162.1002 | 7162.1002 | 7162.1002 | 7162.1002 | 7162.1002 | 7162.1002 |
Max Trade Drawdown | -90131 | -120557 | -25627 | -21655032 | -17042568 | -7339523 |
Profit Factor | 8.4891 | 10.3078 | 1.9565 | 1.6195 | 1.8601 | 0.7176 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 54.6667 | 54.0541 | 55.2632 | 54.6667 | 54.0541 | 55.2632 |
Ratio Avg Win / Avg Loss | 7.0398 | 8.7616 | 1.5839 | 1.343 | 1.5811 | 0.5809 |
Largest Winning Trade | 1469864 | 1469864 | 22279 | 43205665 | 43205665 | 1167372 |
Largest Losing Trade | -55759 | -55759 | -11843 | -14439731 | -14439731 | -2485263 |
Avg Bars in Trades | 135 | 255 | 19 | 135 | 255 | 19 |
Avg Bars in Winners | 142 | 269 | 21 | 142 | 269 | 21 |
Avg Bars in Losers | 127 | 238 | 17 | 127 | 238 | 17 |
Bars Traded | 10193 | 9444 | 750 | 10193 | 9444 | 750 |
Profit Streak | 0 | 145.9336 | 0 | 0 | 145.9336 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203984 | -142129 | -303131 | -51120 | 459513 | -579804 |
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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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