Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8994770.9115 | 9022636.1945 | -27865.2831 | 222342.3531 | 1568226.7749 | -1345884.4217 |
Total P&L (%) | 8994.7709 | 9022.6362 | -27.8653 | 222.3424 | 1568.2268 | -1345.8844 |
Avg Daily Profit (%) | 3.7846 | 3.7963 | -0.0117 | 0.0493 | 0.1185 | 0 |
Buy And Hold Return (%) | 330.4124 | 330.4124 | 330.4124 | 330.4124 | 330.4124 | 330.4124 |
Max Trade Drawdown | -259385 | -224515 | -57593 | -7026716 | -5687710 | -1542911 |
Profit Factor | 17.9299 | 22.9478 | 0.7682 | 1.0251 | 1.2317 | 0.3554 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 37.5 | 33.3333 | 41.6667 | 37.5 | 33.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 29.8831 | 45.8955 | 1.0754 | 1.7085 | 2.4634 | 0.4976 |
Largest Winning Trade | 9185558 | 9185558 | 20831 | 7269913 | 7269913 | 179207 |
Largest Losing Trade | -41711 | -41711 | -15693 | -2718823 | -2718823 | -830889 |
Avg Bars in Trades | 91 | 175 | 8 | 91 | 175 | 8 |
Avg Bars in Winners | 120 | 260 | 9 | 120 | 260 | 9 |
Avg Bars in Losers | 74 | 132 | 7 | 74 | 132 | 7 |
Bars Traded | 6613 | 6313 | 300 | 6613 | 6313 | 300 |
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 | -64353 | 641218 | -582076 | -573344 | -41673 | -583743 |
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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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