Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638265.5818 | 1483332.7974 | 154932.7844 | 1836255.095 | 6837840.0665 | -5001584.9715 |
Total P&L (%) | 1638.2656 | 1483.3328 | 154.9328 | 1836.2551 | 6837.8401 | -5001.585 |
Avg Daily Profit (%) | 0.6898 | 0.6246 | 0.0652 | 0.1249 | 0.1787 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206176 | -121497 | -117646 | -19999109 | -16190813 | -15267356 |
Profit Factor | 3.262 | 4.8055 | 1.4632 | 1.0305 | 1.2208 | 0.8292 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 35.6164 | 29.7297 | 41.6667 | 35.6164 | 29.7297 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.8966 | 11.3584 | 2.0485 | 1.8628 | 2.8856 | 1.1608 |
Largest Winning Trade | 976440 | 976440 | 66683 | 15941865 | 15941865 | 5829224 |
Largest Losing Trade | -40665 | -40665 | -36303 | -6492056 | -4731005 | -6492056 |
Avg Bars in Trades | 190 | 161 | 220 | 190 | 161 | 220 |
Avg Bars in Winners | 374 | 348 | 392 | 374 | 348 | 392 |
Avg Bars in Losers | 88 | 82 | 97 | 88 | 82 | 97 |
Bars Traded | 13904 | 5971 | 7934 | 13904 | 5971 | 7934 |
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 | -63411 | 372803 | -106870 | -293668 | -396 | -582354 |
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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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