Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2365540.1375 | 2359430.4663 | 6109.6712 | 16885559.0206 | 26200969.4446 | -9315410.424 |
Total P&L (%) | 2365.5401 | 2359.4305 | 6.1097 | 16885.559 | 26200.9694 | -9315.4104 |
Avg Daily Profit (%) | 1.2659 | 1.2626 | 0.0033 | 0.2752 | 0.2986 | 0 |
Buy And Hold Return (%) | 7491.2409 | 7491.2409 | 7491.2409 | 7491.2409 | 7491.2409 | 7491.2409 |
Max Trade Drawdown | -90146 | -61566 | -69650 | -16649247 | -7214352 | -13632508 |
Profit Factor | 6.2827 | 13.4125 | 1.0237 | 1.3684 | 2.4392 | 0.6628 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 41.9355 | 48.3871 | 35.4839 | 41.9355 | 48.3871 | 35.4839 |
Ratio Avg Win / Avg Loss | 8.6991 | 14.3067 | 1.8613 | 1.8948 | 2.6019 | 1.2051 |
Largest Winning Trade | 1578680 | 1578680 | 70585 | 15687311 | 15687311 | 5998602 |
Largest Losing Trade | -36724 | -31615 | -36724 | -7059013 | -6487546 | -7059013 |
Avg Bars in Trades | 167 | 172 | 163 | 167 | 172 | 163 |
Avg Bars in Winners | 257 | 262 | 252 | 257 | 262 | 252 |
Avg Bars in Losers | 102 | 87 | 114 | 102 | 87 | 114 |
Bars Traded | 10402 | 5337 | 5065 | 10402 | 5337 | 5065 |
Profit Streak | 0 | 110.6522 | 0 | 0 | 110.6522 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -305592 | -143786 | -553246 | -156815 | 387183 | -584796 |
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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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