Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091557.4066 | 913289.6857 | 178267.7209 | 19813139.9985 | 19007979.0456 | 805160.9529 |
Total P&L (%) | 1091.5574 | 913.2897 | 178.2677 | 19813.14 | 19007.979 | 805.161 |
Avg Daily Profit (%) | 0.4365 | 0.3652 | 0.0713 | 0.2119 | 0.2103 | 0.0881 |
Buy And Hold Return (%) | 910.1881 | 910.1881 | 910.1881 | 910.1881 | 910.1881 | 910.1881 |
Max Trade Drawdown | -107431 | -84077 | -84304 | -4764522 | -3653796 | -3422308 |
Profit Factor | 4.2139 | 7.1945 | 1.9275 | 2.7752 | 5.2557 | 1.1203 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.8963 | 3.2375 | 0.8674 | 1.2488 | 2.3651 | 0.5041 |
Largest Winning Trade | 387989 | 387989 | 62249 | 8079501 | 8079501 | 1561812 |
Largest Losing Trade | -70543 | -51143 | -70543 | -2894212 | -1958846 | -2894212 |
Avg Bars in Trades | 77 | 89 | 64 | 77 | 89 | 64 |
Avg Bars in Winners | 86 | 94 | 79 | 86 | 94 | 79 |
Avg Bars in Losers | 56 | 80 | 32 | 56 | 80 | 32 |
Bars Traded | 4488 | 2604 | 1884 | 4488 | 2604 | 1884 |
Profit Streak | 672.6209 | 672.6209 | 682.6209 | 672.6209 | 672.6209 | 682.6209 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262103 | -142971 | -258877 | -163272 | 715516 | -326777 |
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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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