Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470794.2277 | 1438661.1499 | 32133.0778 | 24331932.7337 | 29111147.4772 | -4779214.7435 |
Total P&L (%) | 1470.7942 | 1438.6612 | 32.1331 | 24331.9327 | 29111.1475 | -4779.2147 |
Avg Daily Profit (%) | 0.7872 | 0.77 | 0.0172 | 0.2947 | 0.3043 | 0 |
Buy And Hold Return (%) | 9043.8693 | 9043.8693 | 9043.8693 | 9043.8693 | 9043.8693 | 9043.8693 |
Max Trade Drawdown | -79957 | -50641 | -86542 | -6546755 | -2588831 | -9256839 |
Profit Factor | 5.1381 | 11.221 | 1.1497 | 2.0998 | 5.7861 | 0.7021 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 55.1724 | 62.069 | 48.2759 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.1747 | 6.8573 | 1.2318 | 1.7061 | 3.536 | 0.7522 |
Largest Winning Trade | 690755 | 690755 | 66477 | 11617489 | 11617489 | 6055207 |
Largest Losing Trade | -50641 | -50641 | -30567 | -5166195 | -2588831 | -5166195 |
Avg Bars in Trades | 89 | 89 | 89 | 89 | 89 | 89 |
Avg Bars in Winners | 126 | 120 | 133 | 126 | 120 | 133 |
Avg Bars in Losers | 44 | 39 | 48 | 44 | 39 | 48 |
Bars Traded | 5197 | 2608 | 2589 | 5197 | 2608 | 2589 |
Profit Streak | 0 | 229.861 | 0 | 0 | 229.861 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323654 | -141857 | -392249 | -169375 | 607210 | -581503 |
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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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