Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1878646.0641 | 1851307.8689 | 27338.1953 | 23410084.8799 | 43217685.6902 | -19807600.8103 |
Total P&L (%) | 1878.6461 | 1851.3079 | 27.3382 | 23410.0849 | 43217.6857 | -19807.6008 |
Avg Daily Profit (%) | 1.012 | 0.9973 | 0.0147 | 0.2946 | 0.3276 | 0 |
Buy And Hold Return (%) | 9360.3367 | 9360.3367 | 9360.3367 | 9360.3367 | 9360.3367 | 9360.3367 |
Max Trade Drawdown | -86137 | -42227 | -84257 | -25431562 | -9667280 | -26158355 |
Profit Factor | 6.6031 | 14.8952 | 1.1353 | 1.4709 | 3.583 | 0.3994 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 35.4839 | 45.1613 | 25.8065 | 35.4839 | 45.1613 | 25.8065 |
Ratio Avg Win / Avg Loss | 12.0057 | 18.087 | 3.264 | 2.6744 | 4.3508 | 1.1482 |
Largest Winning Trade | 1122207 | 1122207 | 63429 | 28765917 | 28765917 | 5628837 |
Largest Losing Trade | -31490 | -23560 | -31490 | -7918222 | -4170031 | -7918222 |
Avg Bars in Trades | 84 | 89 | 78 | 84 | 89 | 78 |
Avg Bars in Winners | 160 | 162 | 156 | 160 | 162 | 156 |
Avg Bars in Losers | 42 | 29 | 51 | 42 | 29 | 51 |
Bars Traded | 5209 | 2764 | 2445 | 5209 | 2764 | 2445 |
Profit Streak | 0 | 147.1743 | 0 | 0 | 147.1743 | 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 | -308322 | -144871 | -435830 | -156891 | 477038 | -605411 |
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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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