Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3053225.9387 | 2914788.7309 | 138437.2078 | 142606754.0311 | 172533252.6769 | -29926498.6458 |
Total P&L (%) | 3053.2259 | 2914.7887 | 138.4372 | 142606.754 | 172533.2527 | -29926.4986 |
Avg Daily Profit (%) | 1.3516 | 1.2903 | 0.0613 | 0.322 | 0.3305 | 0 |
Buy And Hold Return (%) | 9856.4839 | 9856.4839 | 9856.4839 | 9856.4839 | 9856.4839 | 9856.4839 |
Max Trade Drawdown | -67368 | -72192 | -78479 | -158018818 | -88825656 | -135712051 |
Profit Factor | 10.9836 | 16.2489 | 2.2072 | 1.3975 | 1.8313 | 0.8021 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 59.6774 | 54.8387 | 64.5161 | 59.6774 | 54.8387 | 64.5161 |
Ratio Avg Win / Avg Loss | 7.4213 | 13.3814 | 1.214 | 0.9443 | 1.5081 | 0.4411 |
Largest Winning Trade | 2214357 | 2214357 | 34140 | 111600252 | 111600252 | 17550471 |
Largest Losing Trade | -44830 | -42265 | -44830 | -85567382 | -85567382 | -84659208 |
Avg Bars in Trades | 101 | 137 | 65 | 101 | 137 | 65 |
Avg Bars in Winners | 96 | 137 | 61 | 96 | 137 | 61 |
Avg Bars in Losers | 109 | 136 | 74 | 109 | 136 | 74 |
Bars Traded | 6304 | 4259 | 2045 | 6304 | 4259 | 2045 |
Profit Streak | 92.525 | 92.525 | 303.8583 | 92.525 | 92.525 | 303.8583 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299890 | -142511 | -270574 | -148191 | 495864 | -577568 |
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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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