Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2017946.2513 | 1789155.4503 | 228790.801 | 11402364.244 | -8450942.7846 | 19853307.0286 |
Total P&L (%) | 2017.9463 | 1789.1555 | 228.7908 | 11402.3642 | -8450.9428 | 19853.307 |
Avg Daily Profit (%) | 0.8524 | 0.7557 | 0.0966 | 0.2006 | 0 | 0.2239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75100 | -61910 | -28238 | -14723985 | -16529673 | -3197194 |
Profit Factor | 5.9289 | 7.5605 | 2.6738 | 1.2776 | 0.7389 | 3.2783 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 35.7143 | 31.4286 | 40 | 35.7143 | 31.4286 | 40 |
Ratio Avg Win / Avg Loss | 10.6721 | 16.4956 | 4.0107 | 2.2996 | 1.6121 | 4.9174 |
Largest Winning Trade | 1630267 | 1630267 | 65118 | 10119805 | 6768499 | 10119805 |
Largest Losing Trade | -36769 | -36769 | -18028 | -7782383 | -7782383 | -1741467 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 106 | 114 | 99 | 106 | 114 | 99 |
Avg Bars in Losers | 32 | 41 | 21 | 32 | 41 | 21 |
Bars Traded | 4101 | 2256 | 1845 | 4101 | 2256 | 1845 |
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 | -82645 | 507018 | -62753 | -95232 | -585232 | 381992 |
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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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