Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2023550.112 | 1999488.7326 | 24061.3793 | 2325987.5834 | 1063497.2239 | 1262490.3595 |
Total P&L (%) | 2023.5501 | 1999.4887 | 24.0614 | 2325.9876 | 1063.4972 | 1262.4904 |
Avg Daily Profit (%) | 0.9717 | 0.9601 | 0.0116 | 0.1532 | 0.1179 | 0.1255 |
Buy And Hold Return (%) | 1045.5437 | 1045.5437 | 1045.5437 | 1045.5437 | 1045.5437 | 1045.5437 |
Max Trade Drawdown | -115292 | -69746 | -122237 | -4533301 | -2449306 | -2563740 |
Profit Factor | 4.31 | 8.1042 | 1.0729 | 1.2233 | 1.2198 | 1.2262 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 53.2468 | 52.6316 | 53.8462 | 53.2468 | 52.6316 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.7844 | 7.2938 | 0.9197 | 1.0741 | 1.0978 | 1.0511 |
Largest Winning Trade | 1437999 | 1437999 | 65236 | 1964800 | 1957997 | 1964800 |
Largest Losing Trade | -50867 | -45286 | -50867 | -1679407 | -1072479 | -1679407 |
Avg Bars in Trades | 321 | 294 | 347 | 321 | 294 | 347 |
Avg Bars in Winners | 415 | 382 | 446 | 415 | 382 | 446 |
Avg Bars in Losers | 214 | 196 | 232 | 214 | 196 | 232 |
Bars Traded | 24747 | 11185 | 13562 | 24747 | 11185 | 13562 |
Profit Streak | 48.9713 | 0 | 152.3046 | 48.9713 | 0 | 152.3046 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32009 | 529720 | -483660 | -43432 | -195665 | -125163 |
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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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