Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2510495.0322 | 2461826.6884 | 48668.3438 | 20773240.4553 | 19463037.8097 | 1310202.6457 |
Total P&L (%) | 2510.495 | 2461.8267 | 48.6683 | 20773.2405 | 19463.0378 | 1310.2026 |
Avg Daily Profit (%) | 1.343 | 1.317 | 0.026 | 0.2861 | 0.2827 | 0.1417 |
Buy And Hold Return (%) | 5988.9975 | 5988.9975 | 5988.9975 | 5988.9975 | 5988.9975 | 5988.9975 |
Max Trade Drawdown | -175364 | -118527 | -80403 | -10306853 | -7496960 | -6056267 |
Profit Factor | 7.1068 | 13.3011 | 1.2307 | 1.6804 | 2.4975 | 1.0747 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 43.662 | 42.8571 | 44.4444 | 43.662 | 42.8571 | 44.4444 |
Ratio Avg Win / Avg Loss | 9.1701 | 17.7348 | 1.5384 | 2.1683 | 3.33 | 1.3434 |
Largest Winning Trade | 1751362 | 1751362 | 65592 | 6958625 | 6958625 | 4506087 |
Largest Losing Trade | -51929 | -51929 | -33322 | -3497084 | -3283738 | -3497084 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 167 | 185 | 149 | 167 | 185 | 149 |
Avg Bars in Losers | 50 | 39 | 61 | 50 | 39 | 61 |
Bars Traded | 7190 | 3571 | 3619 | 7190 | 3571 | 3619 |
Profit Streak | 0 | 253.1128 | 0 | 0 | 253.1128 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237354 | -145069 | -325260 | -84479 | 330496 | -309760 |
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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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