Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11186219.75 | 11253837.0588 | -67617.3088 | 1150810.1436 | 2751786.198 | -1600976.0544 |
Total P&L (%) | 11186.2198 | 11253.8371 | -67.6173 | 1150.8101 | 2751.7862 | -1600.9761 |
Avg Daily Profit (%) | 6.5685 | 6.6082 | -0.0397 | 0.1485 | 0.1969 | 0 |
Buy And Hold Return (%) | 1970.9607 | 1970.9607 | 1970.9607 | 1970.9607 | 1970.9607 | 1970.9607 |
Max Trade Drawdown | -146353 | -137245 | -59712 | -7868049 | -6368645 | -1965815 |
Profit Factor | 20.3204 | 27.9108 | 0.5795 | 1.0572 | 1.1809 | 0.6739 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 44.898 | 42.8571 | 46.9388 | 44.898 | 42.8571 | 46.9388 |
Ratio Avg Win / Avg Loss | 24.9387 | 37.2144 | 0.6551 | 1.2975 | 1.5745 | 0.7618 |
Largest Winning Trade | 11241544 | 11241544 | 12157 | 6627153 | 6627153 | 606956 |
Largest Losing Trade | -40089 | -40089 | -25255 | -2372179 | -2372179 | -1639866 |
Avg Bars in Trades | 199 | 367 | 31 | 199 | 367 | 31 |
Avg Bars in Winners | 232 | 453 | 30 | 232 | 453 | 30 |
Avg Bars in Losers | 173 | 302 | 33 | 173 | 302 | 33 |
Bars Traded | 19556 | 17998 | 1558 | 19556 | 17998 | 1558 |
Profit Streak | 0 | 0 | 419.0899 | 0 | 0 | 419.0899 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 787173 | 753494 | -581286 | -319556 | -57610 | -581286 |
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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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