Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120730.2896 | 913291.3646 | 207438.925 | 74248415.5431 | 76214143.3161 | -1965727.773 |
Total P&L (%) | 1120.7303 | 913.2914 | 207.4389 | 74248.4155 | 76214.1433 | -1965.7278 |
Avg Daily Profit (%) | 0.4479 | 0.365 | 0.0829 | 0.2646 | 0.2656 | 0 |
Buy And Hold Return (%) | 834.5703 | 834.5703 | 834.5703 | 834.5703 | 834.5703 | 834.5703 |
Max Trade Drawdown | -59232 | -35181 | -54263 | -21885037 | -11647851 | -16516584 |
Profit Factor | 5.0749 | 8.2613 | 2.3898 | 2.3911 | 3.8623 | 0.9265 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 60.3175 | 59.375 | 61.2903 | 60.3175 | 59.375 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.3388 | 5.6524 | 1.5094 | 1.5731 | 2.6426 | 0.5852 |
Largest Winning Trade | 352488 | 352488 | 51363 | 53638641 | 53638641 | 4043399 |
Largest Losing Trade | -54263 | -35181 | -54263 | -10879961 | -10879961 | -10521680 |
Avg Bars in Trades | 153 | 157 | 149 | 153 | 157 | 149 |
Avg Bars in Winners | 172 | 164 | 179 | 172 | 164 | 179 |
Avg Bars in Losers | 124 | 147 | 100 | 124 | 147 | 100 |
Bars Traded | 9656 | 5036 | 4620 | 9656 | 5036 | 4620 |
Profit Streak | 0 | 0 | 201.926 | 0 | 0 | 201.926 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190759 | -117273 | -241096 | -136517 | 602715 | -578377 |
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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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