Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596622.9946 | 1472602.5191 | 124020.4755 | 7984360.0616 | -1543192.5518 | 9527552.6134 |
Total P&L (%) | 1596.623 | 1472.6025 | 124.0205 | 7984.3601 | -1543.1926 | 9527.5526 |
Avg Daily Profit (%) | 0.8943 | 0.8249 | 0.0695 | 0.2463 | 0 | 0.2562 |
Buy And Hold Return (%) | 314.1761 | 314.1761 | 314.1761 | 314.1761 | 314.1761 | 314.1761 |
Max Trade Drawdown | -85982 | -80675 | -52270 | -11884500 | -11328192 | -6248288 |
Profit Factor | 5.3638 | 9.1887 | 1.6666 | 1.2228 | 0.9261 | 1.6366 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.6793 | 9.7292 | 1.7647 | 1.2947 | 0.9806 | 1.7328 |
Largest Winning Trade | 766860 | 766860 | 69111 | 5591723 | 5591723 | 3953557 |
Largest Losing Trade | -41327 | -20267 | -41327 | -3077662 | -3073457 | -3077662 |
Avg Bars in Trades | 97 | 68 | 127 | 97 | 68 | 127 |
Avg Bars in Winners | 166 | 119 | 212 | 166 | 119 | 212 |
Avg Bars in Losers | 33 | 20 | 46 | 33 | 20 | 46 |
Bars Traded | 6851 | 2405 | 4446 | 6851 | 2405 | 4446 |
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 | -79302 | 703411 | -263365 | -91287 | -581343 | 397849 |
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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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