Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596443.7604 | 1528335.9072 | 68107.8532 | 52915239.5585 | 56174748.851 | -3259509.2925 |
Total P&L (%) | 1596.4438 | 1528.3359 | 68.1079 | 52915.2396 | 56174.7489 | -3259.5093 |
Avg Daily Profit (%) | 0.8551 | 0.8186 | 0.0365 | 0.3366 | 0.3398 | 0 |
Buy And Hold Return (%) | 9891.6576 | 9891.6576 | 9891.6576 | 9891.6576 | 9891.6576 | 9891.6576 |
Max Trade Drawdown | -88682 | -41933 | -60958 | -22844298 | -10753928 | -15377200 |
Profit Factor | 5.3009 | 10.031 | 1.3372 | 1.8831 | 3.3426 | 0.9093 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 38.4615 | 41.0256 | 35.8974 | 38.4615 | 41.0256 | 35.8974 |
Ratio Avg Win / Avg Loss | 8.4814 | 14.4195 | 2.3879 | 3.0129 | 4.805 | 1.6238 |
Largest Winning Trade | 590253 | 590253 | 61482 | 26196066 | 26196066 | 13476004 |
Largest Losing Trade | -23825 | -23825 | -22649 | -10312231 | -10218662 | -10312231 |
Avg Bars in Trades | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Winners | 179 | 192 | 165 | 179 | 192 | 165 |
Avg Bars in Losers | 32 | 22 | 41 | 32 | 22 | 41 |
Bars Traded | 6962 | 3608 | 3354 | 6962 | 3608 | 3354 |
Profit Streak | 0 | 78.7798 | 0 | 0 | 78.7798 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187813 | -146979 | -313985 | -31585 | 425928 | -583463 |
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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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