Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942193.2065 | 1699657.4387 | 242535.7678 | 88839633.0317 | -21865787.187 | 110705420.2187 |
Total P&L (%) | 1942.1932 | 1699.6574 | 242.5358 | 88839.633 | -21865.7872 | 110705.4202 |
Avg Daily Profit (%) | 1.0808 | 0.9458 | 0.135 | 0.3786 | 0 | 0.3909 |
Buy And Hold Return (%) | 243.8391 | 243.8391 | 243.8391 | 243.8391 | 243.8391 | 243.8391 |
Max Trade Drawdown | -69119 | -63513 | -28533 | -106346033 | -91463713 | -42781244 |
Profit Factor | 6.9647 | 10.6662 | 2.6193 | 1.3254 | 0.8655 | 2.0027 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 46.6667 | 36.6667 | 56.6667 | 46.6667 | 36.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 7.9596 | 18.4234 | 2.003 | 1.5147 | 1.495 | 1.5314 |
Largest Winning Trade | 1118294 | 1118294 | 67094 | 69307312 | 36283076 | 69307312 |
Largest Losing Trade | -22616 | -19720 | -22616 | -35603156 | -26629954 | -35603156 |
Avg Bars in Trades | 115 | 91 | 138 | 115 | 91 | 138 |
Avg Bars in Winners | 192 | 177 | 201 | 192 | 177 | 201 |
Avg Bars in Losers | 47 | 42 | 56 | 47 | 42 | 56 |
Bars Traded | 6910 | 2754 | 4156 | 6910 | 2754 | 4156 |
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 | -152858 | 596462 | -172816 | -163881 | -584344 | 514483 |
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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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