Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687507.0991 | 1539601.2259 | 147905.8732 | 16484134.2276 | 5657335.0979 | 10826799.1297 |
Total P&L (%) | 1687.5071 | 1539.6012 | 147.9059 | 16484.1342 | 5657.3351 | 10826.7991 |
Avg Daily Profit (%) | 0.7456 | 0.6803 | 0.0654 | 0.2261 | 0.1792 | 0.2076 |
Buy And Hold Return (%) | 313.9053 | 313.9053 | 313.9053 | 313.9053 | 313.9053 | 313.9053 |
Max Trade Drawdown | -185786 | -51867 | -145653 | -10806681 | -8851599 | -4508131 |
Profit Factor | 5.2655 | 10.9231 | 1.6151 | 1.6265 | 1.3809 | 1.9449 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 46.2687 | 47.0588 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.1147 | 12.2885 | 1.9381 | 1.8889 | 1.5535 | 2.3338 |
Largest Winning Trade | 1076362 | 1076362 | 58489 | 8294173 | 7395401 | 8294173 |
Largest Losing Trade | -51734 | -21778 | -51734 | -5176980 | -5176980 | -4508131 |
Avg Bars in Trades | 125 | 107 | 143 | 125 | 107 | 143 |
Avg Bars in Winners | 206 | 171 | 244 | 206 | 171 | 244 |
Avg Bars in Losers | 55 | 51 | 59 | 55 | 51 | 59 |
Bars Traded | 8398 | 3666 | 4732 | 8398 | 3666 | 4732 |
Profit Streak | 0 | 0 | 158.4296 | 0 | 0 | 158.4296 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103120 | 651302 | -269219 | -111388 | 301999 | 394883 |
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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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