Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993850.329 | 827743.5602 | 166106.7688 | 25255315.6418 | 26127865.5413 | -872549.8995 |
Total P&L (%) | 993.8503 | 827.7436 | 166.1068 | 25255.3156 | 26127.8655 | -872.5499 |
Avg Daily Profit (%) | 0.3977 | 0.3312 | 0.0665 | 0.2217 | 0.2231 | 0 |
Buy And Hold Return (%) | 891.4398 | 891.4398 | 891.4398 | 891.4398 | 891.4398 | 891.4398 |
Max Trade Drawdown | -70095 | -42158 | -60535 | -5599371 | -1702892 | -5270861 |
Profit Factor | 4.2679 | 7.9616 | 1.8968 | 2.7695 | 5.9411 | 0.9029 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 55.5556 | 56.25 | 54.8387 | 55.5556 | 56.25 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.4143 | 6.1923 | 1.5621 | 2.2156 | 4.6208 | 0.7436 |
Largest Winning Trade | 371142 | 371142 | 50305 | 14668477 | 14668477 | 1516580 |
Largest Losing Trade | -60535 | -18983 | -60535 | -5270861 | -1235566 | -5270861 |
Avg Bars in Trades | 230 | 252 | 206 | 230 | 252 | 206 |
Avg Bars in Winners | 260 | 255 | 265 | 260 | 255 | 265 |
Avg Bars in Losers | 192 | 249 | 134 | 192 | 249 | 134 |
Bars Traded | 14492 | 8090 | 6402 | 14492 | 8090 | 6402 |
Profit Streak | 106.297 | 106.297 | 179.4636 | 106.297 | 106.297 | 179.4636 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262373 | -146751 | -265191 | -135812 | 650142 | -579606 |
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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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