Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1517367.9649 | 1523633.6583 | -6265.6934 | 12486630.9146 | 22958801.1424 | -10472170.2278 |
Total P&L (%) | 1517.368 | 1523.6337 | -6.2657 | 12486.6309 | 22958.8011 | -10472.1702 |
Avg Daily Profit (%) | 0.812 | 0.8154 | -0.0034 | 0.2591 | 0.2916 | 0 |
Buy And Hold Return (%) | 8578.6066 | 8578.6066 | 8578.6066 | 8578.6066 | 8578.6066 | 8578.6066 |
Max Trade Drawdown | -105363 | -33616 | -138791 | -14627414 | -3457664 | -17704825 |
Profit Factor | 4.8444 | 11.4611 | 0.9748 | 1.4212 | 3.6028 | 0.4972 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 44.1176 | 55.8824 | 32.3529 | 44.1176 | 55.8824 | 32.3529 |
Ratio Avg Win / Avg Loss | 6.1362 | 9.0482 | 2.0383 | 1.8001 | 2.8443 | 1.0396 |
Largest Winning Trade | 854489 | 854489 | 64535 | 13516328 | 13516328 | 2631709 |
Largest Losing Trade | -40854 | -25583 | -40854 | -4259829 | -1921588 | -4259829 |
Avg Bars in Trades | 153 | 161 | 145 | 153 | 161 | 145 |
Avg Bars in Winners | 230 | 225 | 238 | 230 | 225 | 238 |
Avg Bars in Losers | 92 | 81 | 100 | 92 | 81 | 100 |
Bars Traded | 10433 | 5501 | 4932 | 10433 | 5501 | 4932 |
Profit Streak | 75.9202 | 218.9202 | 75.9202 | 75.9202 | 218.9202 | 75.9202 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259565 | -141942 | -583915 | -128216 | 515494 | -585026 |
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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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