Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962962.9284 | 814270.6589 | 148692.2695 | 10924853.2913 | 15341702.889 | -4416849.5977 |
Total P&L (%) | 962.9629 | 814.2707 | 148.6923 | 10924.8533 | 15341.7029 | -4416.8496 |
Avg Daily Profit (%) | 0.3843 | 0.325 | 0.0593 | 0.1879 | 0.2013 | 0 |
Buy And Hold Return (%) | 498.7903 | 498.7903 | 498.7903 | 498.7903 | 498.7903 | 498.7903 |
Max Trade Drawdown | -114224 | -45383 | -72272 | -21946194 | -5472630 | -18070800 |
Profit Factor | 3.7582 | 7.1716 | 1.6846 | 1.2356 | 1.9487 | 0.8538 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 55.3846 | 54.5455 | 56.25 | 55.3846 | 54.5455 | 56.25 |
Ratio Avg Win / Avg Loss | 3.0275 | 5.9763 | 1.3103 | 0.9953 | 1.6239 | 0.6641 |
Largest Winning Trade | 310691 | 310691 | 56086 | 11189330 | 11189330 | 4856909 |
Largest Losing Trade | -57234 | -24903 | -57234 | -16013483 | -3340973 | -16013483 |
Avg Bars in Trades | 110 | 96 | 125 | 110 | 96 | 125 |
Avg Bars in Winners | 143 | 115 | 172 | 143 | 115 | 172 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 7199 | 3170 | 4029 | 7199 | 3170 | 4029 |
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 | -126155 | 318946 | -276603 | -129344 | 443333 | -580000 |
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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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