Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200165.0705 | 985123.6216 | 215041.4488 | 61242362.129 | 60036327.0612 | 1206035.0678 |
Total P&L (%) | 1200.1651 | 985.1236 | 215.0414 | 61242.3621 | 60036.3271 | 1206.0351 |
Avg Daily Profit (%) | 0.48 | 0.394 | 0.086 | 0.257 | 0.2562 | 0.1028 |
Buy And Hold Return (%) | 939.8549 | 939.8549 | 939.8549 | 939.8549 | 939.8549 | 939.8549 |
Max Trade Drawdown | -90472 | -67256 | -70011 | -12602648 | -6503149 | -10971301 |
Profit Factor | 4.5397 | 7.8733 | 2.0987 | 3.0727 | 7.4042 | 1.0598 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 67.7419 | 61.2903 | 74.1935 | 67.7419 | 61.2903 | 74.1935 |
Ratio Avg Win / Avg Loss | 2.1618 | 4.9726 | 0.73 | 1.4632 | 4.6763 | 0.3686 |
Largest Winning Trade | 361103 | 361103 | 62288 | 23764248 | 23764248 | 2915862 |
Largest Losing Trade | -70011 | -41150 | -70011 | -10745019 | -3728573 | -10745019 |
Avg Bars in Trades | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Winners | 86 | 99 | 75 | 86 | 99 | 75 |
Avg Bars in Losers | 47 | 56 | 34 | 47 | 56 | 34 |
Bars Traded | 4587 | 2568 | 2019 | 4587 | 2568 | 2019 |
Profit Streak | 545.4987 | 545.4987 | 549.4987 | 545.4987 | 545.4987 | 549.4987 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216501 | -129793 | -238258 | -141495 | 713595 | -284952 |
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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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