Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4518793.4167 | 4519007.9686 | -214.5519 | 198136.1035 | 66051.665 | 132084.4384 |
Total P&L (%) | 4518.7934 | 4519.008 | -0.2146 | 198.1361 | 66.0517 | 132.0844 |
Avg Daily Profit (%) | 2.169 | 2.1691 | -0.0001 | 0.0524 | 0.0243 | 0.0404 |
Buy And Hold Return (%) | 143.1301 | 143.1301 | 143.1301 | 143.1301 | 143.1301 | 143.1301 |
Max Trade Drawdown | -166388 | -163713 | -29453 | -4197185 | -4139715 | -810200 |
Profit Factor | 10.8467 | 12.739 | 0.9971 | 1.0273 | 1.0106 | 1.1306 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.9394 | 39.3939 | 48.4848 | 43.9394 | 39.3939 | 48.4848 |
Ratio Avg Win / Avg Loss | 13.8388 | 19.5984 | 1.0594 | 1.3107 | 1.5547 | 1.2012 |
Largest Winning Trade | 4659103 | 4659103 | 11589 | 4202187 | 4202187 | 316014 |
Largest Losing Trade | -51891 | -51891 | -13055 | -2055409 | -2055409 | -434795 |
Avg Bars in Trades | 357 | 693 | 20 | 357 | 693 | 20 |
Avg Bars in Winners | 270 | 571 | 25 | 270 | 571 | 25 |
Avg Bars in Losers | 425 | 773 | 15 | 425 | 773 | 15 |
Bars Traded | 23568 | 22900 | 668 | 23568 | 22900 | 668 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108251 | 674399 | -579447 | -490708 | -538050 | -381941 |
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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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