Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12876028.7735 | 12911511.6148 | -35482.8413 | 3115231.4392 | 4509264.4716 | -1394033.0324 |
Total P&L (%) | 12876.0288 | 12911.5116 | -35.4828 | 3115.2314 | 4509.2645 | -1394.033 |
Avg Daily Profit (%) | 5.7003 | 5.716 | -0.0157 | 0.1538 | 0.1697 | 0 |
Buy And Hold Return (%) | 8161.693 | 8161.693 | 8161.693 | 8161.693 | 8161.693 | 8161.693 |
Max Trade Drawdown | -143247 | -104103 | -63342 | -6608391 | -3993815 | -4052105 |
Profit Factor | 23.2239 | 42.5571 | 0.8679 | 1.1761 | 1.4845 | 0.8337 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40.6977 | 37.2093 | 44.186 | 40.6977 | 37.2093 | 44.186 |
Ratio Avg Win / Avg Loss | 33.8405 | 71.8151 | 1.0963 | 1.7138 | 2.5051 | 1.0531 |
Largest Winning Trade | 12810046 | 12810046 | 36912 | 5729950 | 5729950 | 1103480 |
Largest Losing Trade | -37444 | -37444 | -28402 | -2205044 | -1512215 | -2205044 |
Avg Bars in Trades | 150 | 225 | 75 | 150 | 225 | 75 |
Avg Bars in Winners | 212 | 357 | 89 | 212 | 357 | 89 |
Avg Bars in Losers | 107 | 146 | 64 | 107 | 146 | 64 |
Bars Traded | 12940 | 9676 | 3264 | 12940 | 9676 | 3264 |
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 | 409658 | 355426 | -581321 | -187214 | -160599 | -581321 |
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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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