Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106546.6618 | 1953449.3819 | 153097.28 | 10355511.6289 | 7610615.832 | 2744895.7969 |
Total P&L (%) | 2106.5467 | 1953.4494 | 153.0973 | 10355.5116 | 7610.6158 | 2744.8958 |
Avg Daily Profit (%) | 0.952 | 0.8828 | 0.0692 | 0.2104 | 0.1966 | 0.1514 |
Buy And Hold Return (%) | 356.9338 | 356.9338 | 356.9338 | 356.9338 | 356.9338 | 356.9338 |
Max Trade Drawdown | -105964 | -64500 | -73913 | -29353421 | -14067328 | -22052595 |
Profit Factor | 5.5883 | 11.6273 | 1.5561 | 1.1291 | 1.2253 | 1.0591 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 52.5424 | 58.6207 | 46.6667 | 52.5424 | 58.6207 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.0475 | 8.2075 | 1.7784 | 1.0198 | 0.8649 | 1.2104 |
Largest Winning Trade | 1740482 | 1740482 | 48098 | 8309525 | 8222203 | 8309525 |
Largest Losing Trade | -40348 | -38738 | -40348 | -10393852 | -9622287 | -10393852 |
Avg Bars in Trades | 107 | 121 | 94 | 107 | 121 | 94 |
Avg Bars in Winners | 146 | 155 | 136 | 146 | 155 | 136 |
Avg Bars in Losers | 64 | 73 | 57 | 64 | 73 | 57 |
Bars Traded | 6362 | 3522 | 2840 | 6362 | 3522 | 2840 |
Profit Streak | 0 | 119.4787 | 0 | 0 | 119.4787 | 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 | -158378 | 805505 | -264913 | -249588 | 273462 | -149243 |
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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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