Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2069773.2172 | 2041132.7299 | 28640.4873 | 22376947.0038 | 25773177.3123 | -3396230.3085 |
Total P&L (%) | 2069.7732 | 2041.1327 | 28.6405 | 22376.947 | 25773.1773 | -3396.2303 |
Avg Daily Profit (%) | 1.1152 | 1.0997 | 0.0154 | 0.2922 | 0.2998 | 0 |
Buy And Hold Return (%) | 10343.3994 | 10343.3994 | 10343.3994 | 10343.3994 | 10343.3994 | 10343.3994 |
Max Trade Drawdown | -67164 | -48522 | -86079 | -9684251 | -5908279 | -12792485 |
Profit Factor | 6.5117 | 13.9025 | 1.1318 | 1.6437 | 2.8224 | 0.8353 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.6977 | 12.1647 | 0.9903 | 1.4382 | 2.4696 | 0.7309 |
Largest Winning Trade | 1307577 | 1307577 | 63223 | 14068762 | 14068762 | 3783165 |
Largest Losing Trade | -40316 | -40316 | -37799 | -5593458 | -5593458 | -4090793 |
Avg Bars in Trades | 87 | 89 | 84 | 87 | 89 | 84 |
Avg Bars in Winners | 107 | 122 | 92 | 107 | 122 | 92 |
Avg Bars in Losers | 63 | 51 | 75 | 63 | 51 | 75 |
Bars Traded | 5223 | 2680 | 2543 | 5223 | 2680 | 2543 |
Profit Streak | 18.6358 | 95.9691 | 18.6358 | 18.6358 | 95.9691 | 18.6358 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -315811 | -142479 | -414294 | -166974 | 432390 | -579831 |
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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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