Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2084585.081 | 1897644.8388 | 186940.2422 | 41354403.0712 | 11406482.6433 | 29947920.4279 |
Total P&L (%) | 2084.5851 | 1897.6448 | 186.9402 | 41354.4031 | 11406.4826 | 29947.9204 |
Avg Daily Profit (%) | 0.8338 | 0.7591 | 0.0748 | 0.2414 | 0.19 | 0.2285 |
Buy And Hold Return (%) | 456.6312 | 456.6312 | 456.6312 | 456.6312 | 456.6312 | 456.6312 |
Max Trade Drawdown | -61458 | -44541 | -50185 | -34186236 | -25365980 | -16317365 |
Profit Factor | 6.7326 | 10.6715 | 2.1166 | 1.4771 | 1.2064 | 1.953 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 36.6667 | 51.6129 | 44.2623 | 36.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 8.4781 | 18.4327 | 1.9843 | 1.8601 | 2.0839 | 1.831 |
Largest Winning Trade | 1392379 | 1392379 | 56272 | 30101008 | 30101008 | 21522953 |
Largest Losing Trade | -23613 | -23613 | -20602 | -9645026 | -9645026 | -9055119 |
Avg Bars in Trades | 80 | 73 | 86 | 80 | 73 | 86 |
Avg Bars in Winners | 134 | 140 | 130 | 134 | 140 | 130 |
Avg Bars in Losers | 36 | 34 | 40 | 36 | 34 | 40 |
Bars Traded | 4894 | 2200 | 2694 | 4894 | 2200 | 2694 |
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 | -148227 | 505001 | -254688 | -157562 | 120341 | 437753 |
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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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