Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2170895.3705 | 2085857.194 | 85038.1765 | 44331786.3692 | 28296029.4828 | 16035756.8864 |
Total P&L (%) | 2170.8954 | 2085.8572 | 85.0382 | 44331.7864 | 28296.0295 | 16035.7569 |
Avg Daily Profit (%) | 0.9606 | 0.9229 | 0.0376 | 0.2701 | 0.2503 | 0.2252 |
Buy And Hold Return (%) | 10029.9537 | 10029.9537 | 10029.9537 | 10029.9537 | 10029.9537 | 10029.9537 |
Max Trade Drawdown | -108701 | -86618 | -99309 | -11493137 | -15393926 | -3242337 |
Profit Factor | 5.7164 | 10.9617 | 1.3389 | 2.2327 | 2.0642 | 2.7107 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 57.971 | 54.2857 | 61.7647 | 57.971 | 54.2857 | 61.7647 |
Ratio Avg Win / Avg Loss | 4.1444 | 9.2309 | 0.8289 | 1.6187 | 1.7383 | 1.678 |
Largest Winning Trade | 931963 | 931963 | 61401 | 19846503 | 19846503 | 3900789 |
Largest Losing Trade | -74133 | -31975 | -74133 | -11325246 | -11325246 | -2929083 |
Avg Bars in Trades | 63 | 75 | 50 | 63 | 75 | 50 |
Avg Bars in Winners | 73 | 88 | 60 | 73 | 88 | 60 |
Avg Bars in Losers | 49 | 60 | 35 | 49 | 60 | 35 |
Bars Traded | 4369 | 2644 | 1725 | 4369 | 2644 | 1725 |
Profit Streak | 98.7122 | 98.7122 | 317.2122 | 98.7122 | 98.7122 | 317.2122 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247721 | -142472 | -306884 | -92532 | 382525 | 242472 |
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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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