Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2641714.3234 | 2394129.6211 | 247584.7023 | 44773667.208 | 17901423.2107 | 26872243.9973 |
Total P&L (%) | 2641.7143 | 2394.1296 | 247.5847 | 44773.6672 | 17901.4232 | 26872.244 |
Avg Daily Profit (%) | 1.1418 | 1.0348 | 0.107 | 0.2643 | 0.2247 | 0.2422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63348 | -96240 | -58809 | -42020297 | -47172364 | -31262013 |
Profit Factor | 6.8783 | 11.5551 | 2.1124 | 1.2687 | 1.1991 | 1.3502 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.9683 | 46.875 | 61.2903 | 53.9683 | 46.875 | 61.2903 |
Ratio Avg Win / Avg Loss | 5.8668 | 13.0957 | 1.3341 | 1.0821 | 1.359 | 0.8528 |
Largest Winning Trade | 1968299 | 1968299 | 81726 | 40218488 | 40218488 | 24710485 |
Largest Losing Trade | -37997 | -34340 | -37997 | -19347384 | -19347384 | -16146290 |
Avg Bars in Trades | 104 | 93 | 117 | 104 | 93 | 117 |
Avg Bars in Winners | 138 | 131 | 143 | 138 | 131 | 143 |
Avg Bars in Losers | 66 | 59 | 75 | 66 | 59 | 75 |
Bars Traded | 6606 | 2976 | 3630 | 6606 | 2976 | 3630 |
Profit Streak | 46.1747 | 46.1747 | 71.1747 | 46.1747 | 46.1747 | 71.1747 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127506 | 763488 | -45238 | -141017 | 217417 | 327752 |
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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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