Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1623885.6928 | 1419031.4832 | 204854.2096 | 5172844.4809 | -8760829.7919 | 13933674.2729 |
Total P&L (%) | 1623.8857 | 1419.0315 | 204.8542 | 5172.8445 | -8760.8298 | 13933.6743 |
Avg Daily Profit (%) | 0.6804 | 0.5946 | 0.0858 | 0.1663 | 0 | 0.2074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121173 | -79761 | -92414 | -49709682 | -33828524 | -34637782 |
Profit Factor | 3.6801 | 4.9644 | 1.8261 | 1.0407 | 0.8847 | 1.2724 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 43.3333 | 36.6667 | 50 | 43.3333 | 36.6667 | 50 |
Ratio Avg Win / Avg Loss | 4.8124 | 8.5748 | 1.8261 | 1.3609 | 1.5282 | 1.2724 |
Largest Winning Trade | 771654 | 771654 | 62282 | 21670809 | 21670809 | 18627464 |
Largest Losing Trade | -57678 | -57678 | -52348 | -24045893 | -15044122 | -24045893 |
Avg Bars in Trades | 113 | 133 | 93 | 113 | 133 | 93 |
Avg Bars in Winners | 163 | 200 | 135 | 163 | 200 | 135 |
Avg Bars in Losers | 75 | 95 | 50 | 75 | 95 | 50 |
Bars Traded | 6809 | 4019 | 2790 | 6809 | 4019 | 2790 |
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 | -157121 | 502063 | -74945 | -344119 | -583232 | 286870 |
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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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