Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522232.6089 | 1363634.6649 | 158597.9441 | 24137187.5405 | 11527368.0706 | 12609819.47 |
Total P&L (%) | 1522.2326 | 1363.6347 | 158.5979 | 24137.1875 | 11527.3681 | 12609.8195 |
Avg Daily Profit (%) | 0.8366 | 0.7495 | 0.0872 | 0.3022 | 0.2617 | 0.2666 |
Buy And Hold Return (%) | 667.2263 | 667.2263 | 667.2263 | 667.2263 | 667.2263 | 667.2263 |
Max Trade Drawdown | -74262 | -57572 | -58609 | -24483201 | -24268697 | -7606797 |
Profit Factor | 4.3654 | 6.4829 | 1.7789 | 1.4615 | 1.3453 | 1.6663 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 5.8621 | 9.1523 | 2.2731 | 1.9626 | 1.8993 | 2.1292 |
Largest Winning Trade | 691820 | 691820 | 67197 | 18871463 | 18871463 | 7117382 |
Largest Losing Trade | -30311 | -30311 | -27922 | -14429956 | -14429956 | -3737752 |
Avg Bars in Trades | 85 | 95 | 74 | 85 | 95 | 74 |
Avg Bars in Winners | 139 | 165 | 115 | 139 | 165 | 115 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 6980 | 3930 | 3050 | 6980 | 3930 | 3050 |
Profit Streak | 36.4379 | 0 | 37.6879 | 36.4379 | 0 | 37.6879 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 159666 | 409712 | -240779 | 491 | 243119 | 359028 |
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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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