Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1733783.8862 | 1642467.1955 | 91316.6907 | 71603007.5697 | 48548633.7685 | 23054373.8012 |
Total P&L (%) | 1733.7839 | 1642.4672 | 91.3167 | 71603.0076 | 48548.6338 | 23054.3738 |
Avg Daily Profit (%) | 0.7674 | 0.727 | 0.0404 | 0.2914 | 0.2742 | 0.2413 |
Buy And Hold Return (%) | 9767.3988 | 9767.3988 | 9767.3988 | 9767.3988 | 9767.3988 | 9767.3988 |
Max Trade Drawdown | -113757 | -105595 | -77866 | -13399867 | -14889181 | -12290535 |
Profit Factor | 4.3505 | 7.3441 | 1.3532 | 2.0016 | 2.1174 | 1.8222 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 48.2456 | 50.8772 | 45.614 | 48.2456 | 50.8772 | 45.614 |
Ratio Avg Win / Avg Loss | 4.6669 | 7.0908 | 1.6134 | 2.1472 | 2.0444 | 2.1726 |
Largest Winning Trade | 758383 | 758383 | 34146 | 26473325 | 26473325 | 9347588 |
Largest Losing Trade | -30419 | -28209 | -30419 | -11036687 | -11036687 | -7960902 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 85 | 101 | 67 | 85 | 101 | 67 |
Avg Bars in Losers | 29 | 37 | 21 | 29 | 37 | 21 |
Bars Traded | 6437 | 4011 | 2426 | 6437 | 4011 | 2426 |
Profit Streak | 102.8617 | 102.8617 | 193.5284 | 102.8617 | 102.8617 | 193.5284 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144993 | -324088 | -483959 | 475250 | -168041 | -173425 |
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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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