Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2453297.7759 | 2382106.5304 | 71191.2454 | 2515071.3689 | 8449773.3402 | -5934701.9712 |
Total P&L (%) | 2453.2978 | 2382.1065 | 71.1912 | 2515.0714 | 8449.7733 | -5934.702 |
Avg Daily Profit (%) | 1.0838 | 1.0523 | 0.0314 | 0.1443 | 0.1967 | 0 |
Buy And Hold Return (%) | 210.0218 | 210.0218 | 210.0218 | 210.0218 | 210.0218 | 210.0218 |
Max Trade Drawdown | -188610 | -144893 | -105833 | -24522638 | -16808029 | -18350374 |
Profit Factor | 4.2379 | 7.0846 | 1.1944 | 1.0332 | 1.2258 | 0.8454 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 44.1441 | 33.9286 | 54.5455 | 44.1441 | 33.9286 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.3623 | 13.7963 | 0.9953 | 1.3073 | 2.3871 | 0.7045 |
Largest Winning Trade | 1647270 | 1647270 | 50720 | 14264746 | 14264746 | 9098489 |
Largest Losing Trade | -57895 | -31882 | -57895 | -13884895 | -6343501 | -13884895 |
Avg Bars in Trades | 58 | 56 | 61 | 58 | 56 | 61 |
Avg Bars in Winners | 91 | 106 | 82 | 91 | 106 | 82 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 6520 | 3163 | 3357 | 6520 | 3163 | 3357 |
Profit Streak | 0 | 0 | 161.9787 | 0 | 0 | 161.9787 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671979 | -164669 | -503073 | -186021 | -177832 | -758861 |
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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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