Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2829246.0587 | 2778378.9786 | 50867.0801 | 42993371.0477 | 45120657.96 | -2127286.9123 |
Total P&L (%) | 2829.2461 | 2778.379 | 50.8671 | 42993.371 | 45120.658 | -2127.2869 |
Avg Daily Profit (%) | 1.5477 | 1.5199 | 0.0278 | 0.3324 | 0.335 | 0 |
Buy And Hold Return (%) | 7911.4548 | 7911.4548 | 7911.4548 | 7911.4548 | 7911.4548 | 7911.4548 |
Max Trade Drawdown | -135901 | -119464 | -116774 | -16356205 | -10659780 | -15586068 |
Profit Factor | 6.0799 | 9.7271 | 1.2132 | 1.7258 | 2.64 | 0.9329 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.1013 | 48.7179 | 47.5 | 48.1013 | 48.7179 | 47.5 |
Ratio Avg Win / Avg Loss | 6.5598 | 10.239 | 1.3409 | 1.8621 | 2.7789 | 1.0311 |
Largest Winning Trade | 1478910 | 1478910 | 74202 | 17294720 | 17294720 | 7663397 |
Largest Losing Trade | -61754 | -61754 | -43635 | -15586068 | -4424750 | -15586068 |
Avg Bars in Trades | 269 | 390 | 151 | 269 | 390 | 151 |
Avg Bars in Winners | 418 | 624 | 213 | 418 | 624 | 213 |
Avg Bars in Losers | 130 | 167 | 96 | 130 | 167 | 96 |
Bars Traded | 21288 | 15215 | 6073 | 21288 | 15215 | 6073 |
Profit Streak | 413.4185 | 426.8352 | 413.4185 | 413.4185 | 426.8352 | 413.4185 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174487 | -143351 | -322286 | -19656 | 484913 | -579469 |
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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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