Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2142752.958 | 1945394.4786 | 197358.4794 | 6887885.4711 | 6536777.6574 | 351107.8137 |
Total P&L (%) | 2142.753 | 1945.3945 | 197.3585 | 6887.8855 | 6536.7777 | 351.1078 |
Avg Daily Profit (%) | 0.9252 | 0.84 | 0.0852 | 0.1835 | 0.1813 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110371 | -102645 | -96883 | -13944012 | -11370126 | -15227955 |
Profit Factor | 4.9792 | 9.8488 | 1.6194 | 1.1616 | 1.3908 | 1.0136 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 56.4516 | 48.3871 | 64.5161 | 56.4516 | 48.3871 | 64.5161 |
Ratio Avg Win / Avg Loss | 3.8411 | 10.5054 | 0.8907 | 0.8961 | 1.4836 | 0.5575 |
Largest Winning Trade | 1603722 | 1603722 | 79572 | 7446964 | 7446964 | 6498278 |
Largest Losing Trade | -61085 | -35113 | -61085 | -10129606 | -4405907 | -10129606 |
Avg Bars in Trades | 145 | 127 | 162 | 145 | 127 | 162 |
Avg Bars in Winners | 182 | 161 | 198 | 182 | 161 | 198 |
Avg Bars in Losers | 97 | 96 | 98 | 97 | 96 | 98 |
Bars Traded | 9009 | 3965 | 5044 | 9009 | 3965 | 5044 |
Profit Streak | 48.7759 | 48.7759 | 74.0259 | 48.7759 | 48.7759 | 74.0259 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135619 | 778469 | -76498 | -193186 | 302838 | -310924 |
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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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