Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1692805.5016 | 1531447.2315 | 161358.27 | 17011508.3991 | 853862.6912 | 16157645.7079 |
Total P&L (%) | 1692.8055 | 1531.4472 | 161.3583 | 17011.5084 | 853.8627 | 16157.6457 |
Avg Daily Profit (%) | 0.9453 | 0.8552 | 0.0901 | 0.2876 | 0.126 | 0.2847 |
Buy And Hold Return (%) | 223.1501 | 223.1501 | 223.1501 | 223.1501 | 223.1501 | 223.1501 |
Max Trade Drawdown | -84451 | -53397 | -61563 | -14407844 | -13459663 | -8954524 |
Profit Factor | 4.8404 | 7.8024 | 1.7482 | 1.2918 | 1.0271 | 1.6044 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 43.2432 | 40.5405 | 45.9459 | 43.2432 | 40.5405 | 45.9459 |
Ratio Avg Win / Avg Loss | 6.3531 | 11.4436 | 2.0567 | 1.6955 | 1.5063 | 1.8875 |
Largest Winning Trade | 1020102 | 1020102 | 70247 | 11627440 | 8990850 | 11627440 |
Largest Losing Trade | -49454 | -34997 | -49454 | -8954524 | -3427449 | -8954524 |
Avg Bars in Trades | 140 | 107 | 172 | 140 | 107 | 172 |
Avg Bars in Winners | 252 | 182 | 313 | 252 | 182 | 313 |
Avg Bars in Losers | 54 | 57 | 52 | 54 | 57 | 52 |
Bars Traded | 10374 | 3989 | 6385 | 10374 | 3989 | 6385 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50435 | 647192 | -236692 | -61473 | -220055 | 368186 |
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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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