Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6436713.8472 | 6574538.2387 | -137824.3915 | 160508.8853 | 1076913.7632 | -916404.8779 |
Total P&L (%) | 6436.7138 | 6574.5382 | -137.8244 | 160.5089 | 1076.9138 | -916.4049 |
Avg Daily Profit (%) | 3.7796 | 3.8606 | -0.0809 | 0.0562 | 0.1449 | 0 |
Buy And Hold Return (%) | 2272.733 | 2272.733 | 2272.733 | 2272.733 | 2272.733 | 2272.733 |
Max Trade Drawdown | -148552 | -114644 | -124387 | -2283735 | -1683932 | -931748 |
Profit Factor | 12.1163 | 18.3951 | 0.3146 | 1.0327 | 1.3106 | 0.3633 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 33.8028 | 31.4286 | 36.1111 | 33.8028 | 31.4286 | 36.1111 |
Ratio Avg Win / Avg Loss | 23.7278 | 40.1347 | 0.5565 | 2.0224 | 2.8595 | 0.6428 |
Largest Winning Trade | 6600686 | 6600686 | 9666 | 2485206 | 2485206 | 95501 |
Largest Losing Trade | -49416 | -49416 | -37474 | -547112 | -547112 | -379868 |
Avg Bars in Trades | 276 | 527 | 31 | 276 | 527 | 31 |
Avg Bars in Winners | 458 | 959 | 34 | 458 | 959 | 34 |
Avg Bars in Losers | 183 | 329 | 30 | 183 | 329 | 30 |
Bars Traded | 19619 | 18474 | 1145 | 19619 | 18474 | 1145 |
Profit Streak | 387.2208 | 0 | 439.0542 | 387.2208 | 0 | 439.0542 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75970 | 500856 | -585219 | -564023 | -170968 | -585219 |
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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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