Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389276.8779 | 1351929.2036 | 37347.6743 | 23824928.9146 | 32609679.4724 | -8784750.5579 |
Total P&L (%) | 1389.2769 | 1351.9292 | 37.3477 | 23824.9289 | 32609.6795 | -8784.7506 |
Avg Daily Profit (%) | 0.7456 | 0.7255 | 0.02 | 0.2944 | 0.3112 | 0 |
Buy And Hold Return (%) | 10415.9749 | 10415.9749 | 10415.9749 | 10415.9749 | 10415.9749 | 10415.9749 |
Max Trade Drawdown | -69737 | -28347 | -104343 | -14131614 | -8412913 | -16064750 |
Profit Factor | 4.3291 | 11.3179 | 1.1305 | 1.6126 | 3.1251 | 0.627 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 59.6774 | 64.5161 | 54.8387 | 59.6774 | 64.5161 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.9251 | 6.2249 | 0.931 | 1.0896 | 1.7188 | 0.5163 |
Largest Winning Trade | 514036 | 514036 | 63017 | 18506728 | 18506728 | 4982394 |
Largest Losing Trade | -55782 | -21106 | -55782 | -6202534 | -6202534 | -4598759 |
Avg Bars in Trades | 84 | 87 | 80 | 84 | 87 | 80 |
Avg Bars in Winners | 99 | 110 | 87 | 99 | 110 | 87 |
Avg Bars in Losers | 60 | 47 | 71 | 60 | 47 | 71 |
Bars Traded | 5212 | 2723 | 2489 | 5212 | 2723 | 2489 |
Profit Streak | 0 | 213.6424 | 0 | 0 | 213.6424 | 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 | -303019 | -141903 | -409961 | -151432 | 532148 | -580190 |
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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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