Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510115.4655 | 1435890.7829 | 74224.6826 | 53507142.9922 | 78722090.5978 | -25214947.6056 |
Total P&L (%) | 1510.1155 | 1435.8908 | 74.2247 | 53507.143 | 78722.0906 | -25214.9476 |
Avg Daily Profit (%) | 0.8101 | 0.7703 | 0.0398 | 0.3377 | 0.3585 | 0 |
Buy And Hold Return (%) | 7262.7333 | 7262.7333 | 7262.7333 | 7262.7333 | 7262.7333 | 7262.7333 |
Max Trade Drawdown | -81703 | -81894 | -98945 | -27830088 | -17470595 | -40374436 |
Profit Factor | 3.1279 | 5.9993 | 1.1757 | 1.2886 | 1.9724 | 0.7585 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Profitability (%) | 47.3054 | 50.6024 | 44.0476 | 47.3054 | 50.6024 | 44.0476 |
Ratio Avg Win / Avg Loss | 3.4843 | 5.8565 | 1.4935 | 1.4355 | 1.9254 | 0.9635 |
Largest Winning Trade | 635967 | 635967 | 63850 | 28853929 | 28853929 | 13457061 |
Largest Losing Trade | -37899 | -22949 | -37899 | -12084324 | -12084324 | -8679749 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 31 | 39 | 22 | 31 | 39 | 22 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 3605 | 2220 | 1385 | 3605 | 2220 | 1385 |
Profit Streak | 0 | 96.9524 | 0 | 0 | 96.9524 | 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 | -146521 | -143355 | -335115 | 336019 | 508379 | -583144 |
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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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