Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1835528.3241 | 1784505.8867 | 51022.4375 | 39242141.0676 | 42751679.1707 | -3509538.1031 |
Total P&L (%) | 1835.5283 | 1784.5059 | 51.0224 | 39242.1411 | 42751.6792 | -3509.5381 |
Avg Daily Profit (%) | 0.9823 | 0.955 | 0.0273 | 0.3203 | 0.3248 | 0 |
Buy And Hold Return (%) | 8563.6017 | 8563.6017 | 8563.6017 | 8563.6017 | 8563.6017 | 8563.6017 |
Max Trade Drawdown | -54926 | -50167 | -78768 | -13217848 | -6580792 | -14539859 |
Profit Factor | 5.5846 | 11.6515 | 1.2191 | 1.8976 | 3.5555 | 0.87 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 42.8571 | 48.5714 | 37.1429 | 42.8571 | 48.5714 | 37.1429 |
Ratio Avg Win / Avg Loss | 7.4462 | 12.3368 | 2.0632 | 2.5302 | 3.7646 | 1.4722 |
Largest Winning Trade | 1006293 | 1006293 | 62420 | 19040835 | 19040835 | 9408869 |
Largest Losing Trade | -33390 | -20592 | -33390 | -9656121 | -4215310 | -9656121 |
Avg Bars in Trades | 148 | 151 | 146 | 148 | 151 | 146 |
Avg Bars in Winners | 249 | 252 | 245 | 249 | 252 | 245 |
Avg Bars in Losers | 72 | 55 | 87 | 72 | 55 | 87 |
Bars Traded | 10403 | 5285 | 5118 | 10403 | 5285 | 5118 |
Profit Streak | 0 | 232.6491 | 0 | 0 | 232.6491 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -245785 | -143541 | -326487 | -90591 | 536685 | -584121 |
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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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