Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959541.0655 | 776412.5688 | 183128.4967 | 30703879.2705 | 30773095.9932 | -69216.7227 |
Total P&L (%) | 959.5411 | 776.4126 | 183.1285 | 30703.8793 | 30773.096 | -69.2167 |
Avg Daily Profit (%) | 0.3837 | 0.3104 | 0.0732 | 0.2294 | 0.2295 | -0.0471 |
Buy And Hold Return (%) | 811.3469 | 811.3469 | 811.3469 | 811.3469 | 811.3469 | 811.3469 |
Max Trade Drawdown | -73299 | -44575 | -66010 | -3817344 | -1293783 | -4281049 |
Profit Factor | 4.6059 | 9.6737 | 2.037 | 3.7038 | 14.6839 | 0.9924 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70 | 70 | 70 | 70 | 70 | 70 |
Ratio Avg Win / Avg Loss | 1.9739 | 4.1459 | 0.873 | 1.5873 | 6.2931 | 0.4253 |
Largest Winning Trade | 270317 | 270317 | 49356 | 12047500 | 12047500 | 2308339 |
Largest Losing Trade | -62786 | -39009 | -62786 | -3593425 | -1175505 | -3593425 |
Avg Bars in Trades | 76 | 80 | 73 | 76 | 80 | 73 |
Avg Bars in Winners | 76 | 82 | 69 | 76 | 82 | 69 |
Avg Bars in Losers | 78 | 75 | 81 | 78 | 75 | 81 |
Bars Traded | 4607 | 2414 | 2193 | 4607 | 2414 | 2193 |
Profit Streak | 68.0114 | 339.0114 | 0 | 68.0114 | 339.0114 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262188 | -144338 | -257315 | -155215 | 746899 | -578232 |
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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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