Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1828017.1409 | 1660031.7347 | 167985.4061 | 8253272.6592 | 375774.0919 | 7877498.5673 |
Total P&L (%) | 1828.0171 | 1660.0317 | 167.9854 | 8253.2727 | 375.7741 | 7877.4986 |
Avg Daily Profit (%) | 0.9828 | 0.8925 | 0.0903 | 0.2382 | 0.0839 | 0.2357 |
Buy And Hold Return (%) | 87.9285 | 87.9285 | 87.9285 | 87.9285 | 87.9285 | 87.9285 |
Max Trade Drawdown | -64270 | -47277 | -39049 | -5545607 | -4814242 | -2472448 |
Profit Factor | 6.5768 | 12.3605 | 1.9247 | 1.4561 | 1.0371 | 1.9878 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 52.1127 | 41.6667 | 62.8571 | 52.1127 | 41.6667 | 62.8571 |
Ratio Avg Win / Avg Loss | 6.0435 | 17.3048 | 1.1373 | 1.338 | 1.452 | 1.1746 |
Largest Winning Trade | 1521239 | 1521239 | 66980 | 3595683 | 3595683 | 2708057 |
Largest Losing Trade | -39049 | -18970 | -39049 | -2079333 | -2079333 | -1457904 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 66 | 61 | 69 | 66 | 61 | 69 |
Avg Bars in Losers | 30 | 26 | 36 | 30 | 26 | 36 |
Bars Traded | 3512 | 1495 | 2017 | 3512 | 1495 | 2017 |
Profit Streak | 0 | 0 | 324.4789 | 0 | 0 | 324.4789 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68873 | 667139 | -74285 | -81323 | -265855 | 505861 |
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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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