Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1776935.3938 | 1552980.7199 | 223954.6739 | 14137582.5863 | -3255182.2716 | 17392764.858 |
Total P&L (%) | 1776.9354 | 1552.9807 | 223.9547 | 14137.5826 | -3255.1823 | 17392.7649 |
Avg Daily Profit (%) | 0.9617 | 0.8405 | 0.1212 | 0.2687 | 0 | 0.2799 |
Buy And Hold Return (%) | 73.9472 | 73.9472 | 73.9472 | 73.9472 | 73.9472 | 73.9472 |
Max Trade Drawdown | -71194 | -87805 | -18485 | -11511543 | -11803199 | -2239594 |
Profit Factor | 7.7357 | 8.7926 | 4.4711 | 1.4958 | 0.8585 | 4.1546 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 10 | 22 | 32 | 10 | 22 |
Losing Trades | 31 | 22 | 9 | 31 | 22 | 9 |
Profitability (%) | 50.7937 | 31.25 | 70.9677 | 50.7937 | 31.25 | 70.9677 |
Ratio Avg Win / Avg Loss | 7.494 | 19.3437 | 1.8291 | 1.449 | 1.8887 | 1.6996 |
Largest Winning Trade | 1363232 | 1363232 | 40036 | 6195498 | 6195498 | 4753734 |
Largest Losing Trade | -21705 | -21705 | -15189 | -3927433 | -3927433 | -1717072 |
Avg Bars in Trades | 113 | 139 | 87 | 113 | 139 | 87 |
Avg Bars in Winners | 137 | 218 | 101 | 137 | 218 | 101 |
Avg Bars in Losers | 88 | 103 | 52 | 88 | 103 | 52 |
Bars Traded | 7171 | 4463 | 2708 | 7171 | 4463 | 2708 |
Profit Streak | 0 | 0 | 207.75 | 0 | 0 | 207.75 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129062 | 518592 | -22791 | -140991 | -585324 | 719413 |
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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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