Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2714374.2452 | 2462851.2121 | 251523.0331 | 82532084.4233 | 16961906.2188 | 65570178.2045 |
Total P&L (%) | 2714.3742 | 2462.8512 | 251.523 | 82532.0844 | 16961.9062 | 65570.1782 |
Avg Daily Profit (%) | 1.2184 | 1.1055 | 0.1129 | 0.302 | 0.231 | 0.2916 |
Buy And Hold Return (%) | 246.3533 | 246.3533 | 246.3533 | 246.3533 | 246.3533 | 246.3533 |
Max Trade Drawdown | -65969 | -42413 | -58997 | -92887172 | -63959249 | -46885338 |
Profit Factor | 7.2257 | 10.8933 | 2.3446 | 1.2786 | 1.0952 | 1.5555 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 47.2222 | 51.3514 | 49.3151 | 47.2222 | 51.3514 |
Ratio Avg Win / Avg Loss | 7.4264 | 12.1749 | 2.2212 | 1.3141 | 1.224 | 1.4737 |
Largest Winning Trade | 2106679 | 2106679 | 51656 | 54357408 | 50939922 | 54357408 |
Largest Losing Trade | -29638 | -29638 | -23091 | -29447480 | -29447480 | -23735462 |
Avg Bars in Trades | 117 | 137 | 98 | 117 | 137 | 98 |
Avg Bars in Winners | 162 | 193 | 135 | 162 | 193 | 135 |
Avg Bars in Losers | 73 | 88 | 58 | 73 | 88 | 58 |
Bars Traded | 8597 | 4959 | 3638 | 8597 | 4959 | 3638 |
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 | -54486 | 751575 | -196869 | -67681 | -108622 | 383290 |
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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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