Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2066266.0188 | 1860587.4943 | 205678.5246 | 42790244.7985 | 20443138.799 | 22347105.9995 |
Total P&L (%) | 2066.266 | 1860.5875 | 205.6785 | 42790.2448 | 20443.1388 | 22347.106 |
Avg Daily Profit (%) | 1.1113 | 1.0007 | 0.1106 | 0.3265 | 0.2868 | 0.2916 |
Buy And Hold Return (%) | 102.9922 | 102.9922 | 102.9922 | 102.9922 | 102.9922 | 102.9922 |
Max Trade Drawdown | -55684 | -40850 | -51346 | -26116945 | -17335478 | -12380773 |
Profit Factor | 5.9197 | 10 | 1.9644 | 1.5533 | 1.4709 | 1.6588 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 32.4561 | 28.0702 | 36.8421 | 32.4561 | 28.0702 | 36.8421 |
Ratio Avg Win / Avg Loss | 12.3194 | 25.625 | 3.3676 | 3.2325 | 3.7691 | 2.8437 |
Largest Winning Trade | 1485698 | 1485698 | 76214 | 22473448 | 18223469 | 22473448 |
Largest Losing Trade | -25752 | -18248 | -25752 | -9681060 | -9681060 | -4606461 |
Avg Bars in Trades | 95 | 92 | 99 | 95 | 92 | 99 |
Avg Bars in Winners | 242 | 267 | 223 | 242 | 267 | 223 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 10893 | 5245 | 5648 | 10893 | 5245 | 5648 |
Profit Streak | 0 | 0 | 55.1844 | 0 | 0 | 55.1844 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553889 | -174748 | -232957 | 192320 | -185597 | -172505 |
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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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