Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187089.9192 | 1019241.4546 | 167848.4647 | 12161564.2204 | 5810656.1339 | 6350908.0864 |
Total P&L (%) | 1187.0899 | 1019.2415 | 167.8485 | 12161.5642 | 5810.6561 | 6350.9081 |
Avg Daily Profit (%) | 0.5336 | 0.4582 | 0.0754 | 0.2164 | 0.1835 | 0.1875 |
Buy And Hold Return (%) | 224.2632 | 224.2632 | 224.2632 | 224.2632 | 224.2632 | 224.2632 |
Max Trade Drawdown | -106322 | -82335 | -100709 | -16732619 | -9244683 | -10260058 |
Profit Factor | 3.7966 | 7.9724 | 1.6031 | 1.3137 | 1.3118 | 1.3155 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 59.6491 | 64.2857 | 55.1724 | 59.6491 | 64.2857 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.5683 | 4.4291 | 1.3025 | 0.8887 | 0.7288 | 1.0688 |
Largest Winning Trade | 687410 | 687410 | 49671 | 7868940 | 7868940 | 4708961 |
Largest Losing Trade | -59189 | -31078 | -59189 | -5466792 | -5066827 | -5466792 |
Avg Bars in Trades | 112 | 125 | 100 | 112 | 125 | 100 |
Avg Bars in Winners | 125 | 136 | 113 | 125 | 136 | 113 |
Avg Bars in Losers | 94 | 106 | 85 | 94 | 106 | 85 |
Bars Traded | 6440 | 3518 | 2922 | 6440 | 3518 | 2922 |
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 | -161585 | -2168 | -255446 | -171570 | -12817 | 314088 |
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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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