Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2904198.5109 | 2821368.4023 | 82830.1086 | 18018772.4045 | 30384643.3441 | -12365870.9396 |
Total P&L (%) | 2904.1985 | 2821.3684 | 82.8301 | 18018.7724 | 30384.6433 | -12365.8709 |
Avg Daily Profit (%) | 1.4218 | 1.3812 | 0.0406 | 0.2549 | 0.2804 | 0 |
Buy And Hold Return (%) | 2727.0008 | 2727.0008 | 2727.0008 | 2727.0008 | 2727.0008 | 2727.0008 |
Max Trade Drawdown | -169932 | -102607 | -130356 | -27515075 | -16005276 | -18958192 |
Profit Factor | 5.8304 | 11.5401 | 1.2483 | 1.2628 | 2.0712 | 0.6924 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.0185 | 13.0787 | 1.1703 | 1.3035 | 2.3474 | 0.6491 |
Largest Winning Trade | 1258925 | 1258925 | 71879 | 24413582 | 24413582 | 9750323 |
Largest Losing Trade | -76283 | -35680 | -76283 | -16324847 | -7732913 | -16324847 |
Avg Bars in Trades | 189 | 194 | 184 | 189 | 194 | 184 |
Avg Bars in Winners | 263 | 294 | 233 | 263 | 294 | 233 |
Avg Bars in Losers | 117 | 105 | 132 | 117 | 105 | 132 |
Bars Traded | 11930 | 6209 | 5721 | 11930 | 6209 | 5721 |
Profit Streak | 344.7997 | 428.9663 | 344.7997 | 344.7997 | 428.9663 | 344.7997 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -273417 | -132721 | -303993 | -141863 | 459139 | -580022 |
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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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