Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1325004.8092 | 1204400.5254 | 120604.2839 | 11412358.5378 | 17266422.3477 | -5854063.8098 |
Total P&L (%) | 1325.0048 | 1204.4005 | 120.6043 | 11412.3585 | 17266.4223 | -5854.0638 |
Avg Daily Profit (%) | 0.6043 | 0.5493 | 0.055 | 0.2167 | 0.2355 | 0 |
Buy And Hold Return (%) | 544.7892 | 544.7892 | 544.7892 | 544.7892 | 544.7892 | 544.7892 |
Max Trade Drawdown | -80633 | -89911 | -53119 | -13573046 | -5485106 | -9615278 |
Profit Factor | 4.1125 | 6.2228 | 1.6182 | 1.4794 | 2.6087 | 0.5522 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 44.2857 | 37.1429 | 51.4286 | 44.2857 | 37.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 5.1738 | 10.5308 | 1.5283 | 1.8611 | 4.4148 | 0.5216 |
Largest Winning Trade | 653414 | 653414 | 64516 | 16661638 | 16661638 | 1168069 |
Largest Losing Trade | -41823 | -25789 | -41823 | -8997422 | -3227676 | -8997422 |
Avg Bars in Trades | 122 | 108 | 136 | 122 | 108 | 136 |
Avg Bars in Winners | 204 | 202 | 206 | 204 | 202 | 206 |
Avg Bars in Losers | 56 | 52 | 61 | 56 | 52 | 61 |
Bars Traded | 8549 | 3782 | 4767 | 8549 | 3782 | 4767 |
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 | -86370 | 326097 | -282001 | -90528 | 299030 | -580602 |
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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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