Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404775.3279 | 1300924.6676 | 103850.6603 | 19615472.1228 | 18249000.5728 | 1366471.55 |
Total P&L (%) | 1404.7753 | 1300.9247 | 103.8507 | 19615.4721 | 18249.0006 | 1366.4716 |
Avg Daily Profit (%) | 0.6372 | 0.5901 | 0.0471 | 0.24 | 0.2367 | 0.1219 |
Buy And Hold Return (%) | 599.549 | 599.549 | 599.549 | 599.549 | 599.549 | 599.549 |
Max Trade Drawdown | -55771 | -43078 | -45763 | -5227179 | -5284617 | -3356691 |
Profit Factor | 5.0019 | 8.1989 | 1.6098 | 1.9456 | 2.5228 | 1.156 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 34.3284 | 35.2941 | 33.3333 | 34.3284 | 35.2941 | 33.3333 |
Ratio Avg Win / Avg Loss | 9.5689 | 15.0314 | 3.2195 | 3.722 | 4.6252 | 2.312 |
Largest Winning Trade | 670683 | 670683 | 66154 | 17064100 | 17064100 | 3461854 |
Largest Losing Trade | -20603 | -16853 | -20603 | -3241568 | -3241568 | -1985610 |
Avg Bars in Trades | 122 | 108 | 137 | 122 | 108 | 137 |
Avg Bars in Winners | 269 | 231 | 310 | 269 | 231 | 310 |
Avg Bars in Losers | 46 | 40 | 51 | 46 | 40 | 51 |
Bars Traded | 8228 | 3677 | 4551 | 8228 | 3677 | 4551 |
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 | -112403 | 302653 | -299239 | -115297 | 267275 | -89253 |
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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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