Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864852.0591 | 1692785.8258 | 172066.2333 | 19792410.3654 | 8747001.2798 | 11045409.0855 |
Total P&L (%) | 1864.8521 | 1692.7858 | 172.0662 | 19792.4104 | 8747.0013 | 11045.4091 |
Avg Daily Profit (%) | 0.8255 | 0.7494 | 0.0762 | 0.2346 | 0.1986 | 0.2089 |
Buy And Hold Return (%) | 260.9164 | 260.9164 | 260.9164 | 260.9164 | 260.9164 | 260.9164 |
Max Trade Drawdown | -61027 | -74379 | -79804 | -7580155 | -4525102 | -3055984 |
Profit Factor | 6.1196 | 9.6421 | 2.0219 | 1.9027 | 1.6619 | 2.2679 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.3547 | 9.6421 | 1.5462 | 1.6649 | 1.6619 | 1.7343 |
Largest Winning Trade | 1183932 | 1183932 | 58310 | 6655471 | 6655471 | 6331277 |
Largest Losing Trade | -39576 | -37284 | -39576 | -4001029 | -4001029 | -2856514 |
Avg Bars in Trades | 108 | 97 | 120 | 108 | 97 | 120 |
Avg Bars in Winners | 154 | 151 | 156 | 154 | 151 | 156 |
Avg Bars in Losers | 56 | 42 | 73 | 56 | 42 | 73 |
Bars Traded | 6524 | 2916 | 3608 | 6524 | 2916 | 3608 |
Profit Streak | 129.6034 | 129.6034 | 316.9368 | 129.6034 | 129.6034 | 316.9368 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150391 | 771838 | -251399 | -160162 | 420980 | 511711 |
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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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