Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569783.6122 | 1401100.7979 | 168682.8143 | 18623740.5088 | 10076459.3003 | 8547281.2085 |
Total P&L (%) | 1569.7836 | 1401.1008 | 168.6828 | 18623.7405 | 10076.4593 | 8547.2812 |
Avg Daily Profit (%) | 0.8292 | 0.7401 | 0.0891 | 0.2768 | 0.2445 | 0.2359 |
Buy And Hold Return (%) | 207.4542 | 207.4542 | 207.4542 | 207.4542 | 207.4542 | 207.4542 |
Max Trade Drawdown | -73990 | -38110 | -44505 | -15003844 | -8270250 | -6733594 |
Profit Factor | 5.5071 | 8.5678 | 2.0339 | 1.8102 | 1.7455 | 1.9026 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 43.2836 | 38.2353 | 48.4848 | 43.2836 | 38.2353 | 48.4848 |
Ratio Avg Win / Avg Loss | 7.2162 | 13.8404 | 2.161 | 2.372 | 2.8197 | 2.0215 |
Largest Winning Trade | 990205 | 990205 | 66023 | 8104562 | 7492141 | 8104562 |
Largest Losing Trade | -32882 | -23432 | -32882 | -3548280 | -3548280 | -3378380 |
Avg Bars in Trades | 160 | 141 | 181 | 160 | 141 | 181 |
Avg Bars in Winners | 290 | 269 | 308 | 290 | 269 | 308 |
Avg Bars in Losers | 61 | 62 | 61 | 61 | 62 | 61 |
Bars Traded | 10786 | 4805 | 5981 | 10786 | 4805 | 5981 |
Profit Streak | 17.3998 | 17.3998 | 42.2332 | 17.3998 | 17.3998 | 42.2332 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101464 | 611779 | -235980 | -110694 | 277302 | 428165 |
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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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