Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1623938.0136 | 1594106.7226 | 29831.291 | 25006411.6369 | 27527899.4207 | -2521487.7838 |
Total P&L (%) | 1623.938 | 1594.1067 | 29.8313 | 25006.4116 | 27527.8994 | -2521.4878 |
Avg Daily Profit (%) | 0.8683 | 0.8523 | 0.016 | 0.2959 | 0.301 | 0 |
Buy And Hold Return (%) | 6878.0034 | 6878.0034 | 6878.0034 | 6878.0034 | 6878.0034 | 6878.0034 |
Max Trade Drawdown | -97845 | -63599 | -82580 | -8586770 | -4250426 | -6650060 |
Profit Factor | 5.1134 | 9.9984 | 1.1371 | 2.0862 | 4.13 | 0.8228 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50 | 51.5152 | 48.4848 | 50 | 51.5152 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.1134 | 9.4103 | 1.2081 | 2.0862 | 3.8871 | 0.8742 |
Largest Winning Trade | 829543 | 829543 | 67316 | 9128185 | 9128185 | 5400055 |
Largest Losing Trade | -53196 | -53196 | -34311 | -4480206 | -4250426 | -4480206 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 112 | 112 | 111 | 112 | 112 | 111 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 5206 | 2631 | 2575 | 5206 | 2631 | 2575 |
Profit Streak | 0 | 232.2326 | 0 | 0 | 232.2326 | 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 | -273174 | -142893 | -407680 | -118222 | 539368 | -581392 |
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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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