Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11623269.2382 | 11695390.7187 | -72121.4805 | 61756.9066 | 560620.8365 | -498863.9299 |
Total P&L (%) | 11623.2692 | 11695.3907 | -72.1215 | 61.7569 | 560.6208 | -498.8639 |
Avg Daily Profit (%) | 4.8957 | 4.9261 | -0.0304 | 0.0203 | 0.0796 | 0 |
Buy And Hold Return (%) | 508.1489 | 508.1489 | 508.1489 | 508.1489 | 508.1489 | 508.1489 |
Max Trade Drawdown | -233370 | -210237 | -99831 | -6302040 | -5945936 | -1131218 |
Profit Factor | 19.9321 | 30.6366 | 0.6712 | 1.0068 | 1.0783 | 0.7351 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 |
Ratio Avg Win / Avg Loss | 41.8573 | 64.3368 | 1.4094 | 2.1143 | 2.2644 | 1.5437 |
Largest Winning Trade | 11890509 | 11890509 | 38003 | 6409889 | 6409889 | 976972 |
Largest Losing Trade | -65148 | -65148 | -32677 | -2288569 | -2288569 | -522088 |
Avg Bars in Trades | 217 | 374 | 60 | 217 | 374 | 60 |
Avg Bars in Winners | 321 | 581 | 60 | 321 | 581 | 60 |
Avg Bars in Losers | 167 | 275 | 60 | 167 | 275 | 60 |
Bars Traded | 13470 | 11599 | 1871 | 13470 | 11599 | 1871 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141205 | 631167 | -586050 | -709154 | -360210 | -584939 |
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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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