Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479658.3033 | 1467699.6572 | 11958.6461 | 17399865.8113 | 18062309.4918 | -662443.6805 |
Total P&L (%) | 1479.6583 | 1467.6997 | 11.9586 | 17399.8658 | 18062.3095 | -662.4437 |
Avg Daily Profit (%) | 0.7979 | 0.7915 | 0.0064 | 0.2789 | 0.2809 | 0 |
Buy And Hold Return (%) | 9177.3184 | 9177.3184 | 9177.3184 | 9177.3184 | 9177.3184 | 9177.3184 |
Max Trade Drawdown | -69870 | -98096 | -82618 | -8409196 | -3685605 | -5509318 |
Profit Factor | 4.4492 | 8.9433 | 1.049 | 1.7107 | 3.1143 | 0.9584 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 52.5424 | 55.1724 | 50 | 52.5424 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 4.0186 | 7.2664 | 1.049 | 1.5452 | 2.5303 | 0.9584 |
Largest Winning Trade | 706842 | 706842 | 60899 | 5609728 | 5609728 | 3607955 |
Largest Losing Trade | -50846 | -50846 | -30474 | -5509318 | -2005621 | -5509318 |
Avg Bars in Trades | 89 | 100 | 77 | 89 | 100 | 77 |
Avg Bars in Winners | 113 | 127 | 98 | 113 | 127 | 98 |
Avg Bars in Losers | 62 | 68 | 57 | 62 | 68 | 57 |
Bars Traded | 5257 | 2923 | 2334 | 5257 | 2923 | 2334 |
Profit Streak | 0 | 214.4429 | 0 | 0 | 214.4429 | 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 | -324408 | -142565 | -516695 | -174798 | 330088 | -580825 |
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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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