Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2438278.9654 | 2519116.5594 | -80837.5941 | 53025.4886 | 23714788.2558 | -23661762.7672 |
Total P&L (%) | 2438.279 | 2519.1166 | -80.8376 | 53.0255 | 23714.7883 | -23661.7628 |
Avg Daily Profit (%) | 1.1933 | 1.2328 | -0.0396 | 0.0208 | 0.2682 | 0 |
Buy And Hold Return (%) | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 |
Max Trade Drawdown | -138430 | -79546 | -201150 | -25430465 | -10777372 | -28353092 |
Profit Factor | 3.8871 | 7.4261 | 0.8214 | 1.0012 | 2.7779 | 0.2416 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.6395 | 9.4064 | 0.924 | 1.195 | 3.5186 | 0.2718 |
Largest Winning Trade | 1628808 | 1628808 | 74054 | 13470690 | 13470690 | 4750221 |
Largest Losing Trade | -92686 | -59340 | -92686 | -15942208 | -9286525 | -15942208 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 124 | 136 | 112 | 124 | 136 | 112 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 5950 | 3061 | 2889 | 5950 | 3061 | 2889 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260784 | -146012 | -581939 | -665530 | 418219 | -581939 |
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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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