Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1898558.06 | 1630283.0672 | 268274.9928 | 19662887.1678 | -8342596.261 | 28005483.4288 |
Total P&L (%) | 1898.5581 | 1630.2831 | 268.275 | 19662.8872 | -8342.5963 | 28005.4834 |
Avg Daily Profit (%) | 0.7972 | 0.6846 | 0.1127 | 0.2222 | 0 | 0.237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91617 | -110429 | -69910 | -29772089 | -43122200 | -17325587 |
Profit Factor | 4.4883 | 5.8707 | 2.2802 | 1.1515 | 0.9066 | 1.6914 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 48.3871 | 38.7097 | 58.0645 | 48.3871 | 38.7097 | 58.0645 |
Ratio Avg Win / Avg Loss | 4.7875 | 9.2953 | 1.6468 | 1.2282 | 1.4354 | 1.2215 |
Largest Winning Trade | 1018160 | 1018160 | 60161 | 30164534 | 30164534 | 11595536 |
Largest Losing Trade | -43539 | -37201 | -43539 | -12806078 | -12806078 | -7139596 |
Avg Bars in Trades | 73 | 77 | 68 | 73 | 77 | 68 |
Avg Bars in Winners | 102 | 119 | 90 | 102 | 119 | 90 |
Avg Bars in Losers | 45 | 50 | 38 | 45 | 50 | 38 |
Bars Traded | 4528 | 2401 | 2127 | 4528 | 2401 | 2127 |
Profit Streak | 32.0253 | 56.0253 | 0 | 32.0253 | 56.0253 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138024 | 602774 | -37259 | -204266 | -582980 | 412319 |
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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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