Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454196.9969 | 1226003.6336 | 228193.3633 | 15268220.8718 | 2709546.3327 | 12558674.5391 |
Total P&L (%) | 1454.197 | 1226.0036 | 228.1934 | 15268.2209 | 2709.5463 | 12558.6745 |
Avg Daily Profit (%) | 0.7796 | 0.6573 | 0.1223 | 0.2703 | 0.179 | 0.2599 |
Buy And Hold Return (%) | 32.2528 | 32.2528 | 32.2528 | 32.2528 | 32.2528 | 32.2528 |
Max Trade Drawdown | -30290 | -38459 | -16913 | -5050624 | -3066538 | -2495055 |
Profit Factor | 8.014 | 11.9303 | 3.398 | 1.9259 | 1.3001 | 2.6835 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 49.2537 | 41.1765 | 57.5758 | 49.2537 | 41.1765 | 57.5758 |
Ratio Avg Win / Avg Loss | 8.2569 | 17.0433 | 2.5038 | 1.9843 | 1.8572 | 1.9773 |
Largest Winning Trade | 1064271 | 1064271 | 62911 | 5054865 | 4308262 | 5054865 |
Largest Losing Trade | -20176 | -14970 | -20176 | -2555568 | -2555568 | -2495055 |
Avg Bars in Trades | 103 | 62 | 145 | 103 | 62 | 145 |
Avg Bars in Winners | 184 | 118 | 233 | 184 | 118 | 233 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 6904 | 2113 | 4791 | 6904 | 2113 | 4791 |
Profit Streak | 0 | 0 | 86.2054 | 0 | 0 | 86.2054 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99769 | 612931 | -20868 | -108994 | 201776 | 575620 |
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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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