Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1633773.4502 | 1539021.0256 | 94752.4246 | 56334719.3618 | 53574716.2387 | 2760003.1231 |
Total P&L (%) | 1633.7735 | 1539.021 | 94.7524 | 56334.7194 | 53574.7162 | 2760.0031 |
Avg Daily Profit (%) | 0.8775 | 0.8267 | 0.0509 | 0.3409 | 0.3382 | 0.1803 |
Buy And Hold Return (%) | 6745.7656 | 6745.7656 | 6745.7656 | 6745.7656 | 6745.7656 | 6745.7656 |
Max Trade Drawdown | -54463 | -50756 | -63443 | -13845824 | -4074187 | -10979362 |
Profit Factor | 5.1325 | 8.6849 | 1.4857 | 2.1929 | 3.7618 | 1.0992 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 38.4615 | 35.8974 | 41.0256 | 38.4615 | 35.8974 | 41.0256 |
Ratio Avg Win / Avg Loss | 8.212 | 15.5088 | 2.1357 | 3.5086 | 6.7174 | 1.5801 |
Largest Winning Trade | 635442 | 635442 | 56434 | 21492808 | 21492808 | 13349368 |
Largest Losing Trade | -30303 | -30303 | -28115 | -6961556 | -4074187 | -6961556 |
Avg Bars in Trades | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Winners | 184 | 205 | 165 | 184 | 205 | 165 |
Avg Bars in Losers | 34 | 27 | 42 | 34 | 27 | 42 |
Bars Traded | 7207 | 3569 | 3638 | 7207 | 3569 | 3638 |
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 | -187917 | -149524 | -291865 | -29850 | 383111 | -271690 |
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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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