Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3282725.6256 | 3193196.714 | 89528.9116 | 1638548.8421 | 4984415.4951 | -3345866.653 |
Total P&L (%) | 3282.7256 | 3193.1967 | 89.5289 | 1638.5488 | 4984.4155 | -3345.8667 |
Avg Daily Profit (%) | 1.4129 | 1.3744 | 0.0385 | 0.123 | 0.1692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239085 | -214137 | -112995 | -6893241 | -3478525 | -4638793 |
Profit Factor | 5.9783 | 8.1621 | 1.4192 | 1.1297 | 1.6577 | 0.3379 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 44.1176 | 51.4286 | 47.8261 | 44.1176 | 51.4286 |
Ratio Avg Win / Avg Loss | 6.5218 | 10.3387 | 1.3404 | 1.2324 | 2.0998 | 0.3191 |
Largest Winning Trade | 2833502 | 2833502 | 53341 | 6899823 | 6899823 | 543716 |
Largest Losing Trade | -51852 | -51852 | -32099 | -3010929 | -3010929 | -1766379 |
Avg Bars in Trades | 94 | 155 | 34 | 94 | 155 | 34 |
Avg Bars in Winners | 103 | 175 | 43 | 103 | 175 | 43 |
Avg Bars in Losers | 85 | 140 | 24 | 85 | 140 | 24 |
Bars Traded | 6503 | 5298 | 1205 | 6503 | 5298 | 1205 |
Profit Streak | 124.897 | 124.897 | 238.2303 | 124.897 | 124.897 | 238.2303 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83492 | 750485 | -139083 | -211948 | 344466 | -579248 |
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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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