Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2861511.9524 | 2770632.8077 | 90879.1448 | 45610046.2288 | 20426417.6692 | 25183628.5596 |
Total P&L (%) | 2861.512 | 2770.6328 | 90.8791 | 45610.0462 | 20426.4177 | 25183.6286 |
Avg Daily Profit (%) | 1.5389 | 1.49 | 0.0489 | 0.3299 | 0.2867 | 0.298 |
Buy And Hold Return (%) | 7616.0574 | 7616.0574 | 7616.0574 | 7616.0574 | 7616.0574 | 7616.0574 |
Max Trade Drawdown | -215087 | -112709 | -144061 | -46780162 | -31703590 | -18476923 |
Profit Factor | 7.1115 | 13.9992 | 1.3563 | 1.694 | 1.5597 | 1.8617 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Profitability (%) | 55.0725 | 64.7059 | 45.7143 | 55.0725 | 64.7059 | 45.7143 |
Ratio Avg Win / Avg Loss | 5.8015 | 7.6359 | 1.6106 | 1.382 | 0.8508 | 2.2108 |
Largest Winning Trade | 2119248 | 2119248 | 67465 | 19718389 | 9448628 | 19718389 |
Largest Losing Trade | -67652 | -67652 | -37030 | -21126461 | -21126461 | -8728108 |
Avg Bars in Trades | 101 | 127 | 75 | 101 | 127 | 75 |
Avg Bars in Winners | 134 | 155 | 107 | 134 | 155 | 107 |
Avg Bars in Losers | 60 | 78 | 48 | 60 | 78 | 48 |
Bars Traded | 6994 | 4350 | 2644 | 6994 | 4350 | 2644 |
Profit Streak | 147.6512 | 744.4012 | 147.6512 | 147.6512 | 744.4012 | 147.6512 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247821 | -140155 | -292984 | -93807 | 313881 | 304810 |
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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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