Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717963.1981 | 1742072.2155 | -24109.0174 | 7799738.7851 | 24185970.0535 | -16386231.2684 |
Total P&L (%) | 1717.9632 | 1742.0722 | -24.109 | 7799.7388 | 24185.9701 | -16386.2313 |
Avg Daily Profit (%) | 0.9187 | 0.9316 | -0.0129 | 0.2339 | 0.2941 | 0 |
Buy And Hold Return (%) | 9405.7755 | 9405.7755 | 9405.7755 | 9405.7755 | 9405.7755 | 9405.7755 |
Max Trade Drawdown | -123112 | -50470 | -113459 | -20009646 | -8084581 | -19777626 |
Profit Factor | 5.2631 | 11.9513 | 0.9012 | 1.2177 | 2.9714 | 0.3044 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 32.7586 | 41.3793 | 24.1379 | 32.7586 | 41.3793 | 24.1379 |
Ratio Avg Win / Avg Loss | 10.8031 | 16.931 | 2.8322 | 2.4995 | 4.2095 | 0.9567 |
Largest Winning Trade | 1074114 | 1074114 | 61052 | 19213310 | 19213310 | 1966559 |
Largest Losing Trade | -31490 | -27377 | -31490 | -6931317 | -4527171 | -6931317 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 119 | 119 | 118 | 119 | 119 | 118 |
Avg Bars in Losers | 31 | 24 | 36 | 31 | 24 | 36 |
Bars Traded | 3473 | 1852 | 1621 | 3473 | 1852 | 1621 |
Profit Streak | 0 | 161.0589 | 0 | 0 | 161.0589 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -331003 | -146411 | -611669 | -343240 | 308996 | -614447 |
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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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