Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7187217.5005 | 7268552.3687 | -81334.8682 | 27054.8915 | 1552986.3901 | -1525931.4986 |
Total P&L (%) | 7187.2175 | 7268.5524 | -81.3349 | 27.0549 | 1552.9864 | -1525.9315 |
Avg Daily Profit (%) | 3.0461 | 3.0805 | -0.0345 | 0.0101 | 0.119 | 0 |
Buy And Hold Return (%) | 702.8109 | 702.8109 | 702.8109 | 702.8109 | 702.8109 | 702.8109 |
Max Trade Drawdown | -341159 | -243699 | -134753 | -3641953 | -2088116 | -1582742 |
Profit Factor | 13.6198 | 20.1711 | 0.5728 | 1.0065 | 1.689 | 0.2033 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 41.1765 | 32.3529 | 50 | 41.1765 | 32.3529 | 50 |
Ratio Avg Win / Avg Loss | 19.4568 | 42.1759 | 0.5728 | 1.4378 | 3.5315 | 0.2033 |
Largest Winning Trade | 7421481 | 7421481 | 15887 | 3649803 | 3649803 | 251385 |
Largest Losing Trade | -62973 | -62973 | -24640 | -911434 | -665751 | -911434 |
Avg Bars in Trades | 127 | 233 | 22 | 127 | 233 | 22 |
Avg Bars in Winners | 167 | 397 | 18 | 167 | 397 | 18 |
Avg Bars in Losers | 100 | 155 | 25 | 100 | 155 | 25 |
Bars Traded | 8693 | 7942 | 751 | 8693 | 7942 | 751 |
Profit Streak | 0 | 166.5448 | 0 | 0 | 166.5448 | 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 | -93564 | 625455 | -580517 | -675650 | -42368 | -580517 |
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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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