Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8620146.3467 | 8777272.6079 | -157126.2612 | 84381.8793 | 1799450.629 | -1715068.7498 |
Total P&L (%) | 8620.1463 | 8777.2726 | -157.1263 | 84.3819 | 1799.4506 | -1715.0688 |
Avg Daily Profit (%) | 5.0617 | 5.154 | -0.0923 | 0.0359 | 0.173 | 0 |
Buy And Hold Return (%) | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 |
Max Trade Drawdown | -206437 | -144341 | -121792 | -3532943 | -2359082 | -1679735 |
Profit Factor | 13.6911 | 20.3025 | 0.3001 | 1.0104 | 1.3256 | 0.3273 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 35.2273 | 40.9091 | 29.5455 | 35.2273 | 40.9091 | 29.5455 |
Ratio Avg Win / Avg Loss | 25.174 | 29.3258 | 0.7157 | 1.8579 | 1.9147 | 0.7805 |
Largest Winning Trade | 8837917 | 8837917 | 18517 | 3651712 | 3651712 | 188120 |
Largest Losing Trade | -42870 | -42870 | -35333 | -1187321 | -1187321 | -582853 |
Avg Bars in Trades | 222 | 408 | 37 | 222 | 408 | 37 |
Avg Bars in Winners | 369 | 616 | 28 | 369 | 616 | 28 |
Avg Bars in Losers | 142 | 263 | 40 | 142 | 263 | 40 |
Bars Traded | 19595 | 17956 | 1639 | 19595 | 17956 | 1639 |
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 | 606423 | 682015 | -590500 | -524105 | -160096 | -590500 |
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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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