Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606831.3472 | 1545378.3595 | 61452.9877 | 23316670.7638 | 25861571.9391 | -2544901.1753 |
Total P&L (%) | 1606.8313 | 1545.3784 | 61.453 | 23316.6708 | 25861.5719 | -2544.9012 |
Avg Daily Profit (%) | 0.866 | 0.8329 | 0.0331 | 0.2945 | 0.3001 | 0 |
Buy And Hold Return (%) | 7325.1314 | 7325.1314 | 7325.1314 | 7325.1314 | 7325.1314 | 7325.1314 |
Max Trade Drawdown | -160005 | -101074 | -76678 | -19688801 | -10078466 | -15252678 |
Profit Factor | 3.7624 | 6.6872 | 1.1983 | 1.3057 | 1.7718 | 0.9405 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 54.7368 | 57.4468 | 52.0833 | 54.7368 | 57.4468 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.1112 | 4.9535 | 1.1024 | 1.0797 | 1.3124 | 0.8652 |
Largest Winning Trade | 609638 | 609638 | 65741 | 10723968 | 10723968 | 6760205 |
Largest Losing Trade | -46357 | -46357 | -29607 | -8470833 | -7175064 | -8470833 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
Bars Traded | 3607 | 1770 | 1837 | 3607 | 1770 | 1837 |
Profit Streak | 0 | 158.8314 | 0 | 0 | 158.8314 | 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 | -144799 | -142043 | -316500 | 247791 | 378486 | -580419 |
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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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