Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1792777.591 | 1669413.2969 | 123364.2941 | 7716826.2093 | -8995315.7713 | 16712141.9806 |
Total P&L (%) | 1792.7776 | 1669.4133 | 123.3643 | 7716.8262 | -8995.3158 | 16712.142 |
Avg Daily Profit (%) | 1.0003 | 0.9315 | 0.0688 | 0.2435 | 0 | 0.2864 |
Buy And Hold Return (%) | 397.1779 | 397.1779 | 397.1779 | 397.1779 | 397.1779 | 397.1779 |
Max Trade Drawdown | -87023 | -88714 | -50727 | -16188689 | -19154396 | -5168772 |
Profit Factor | 4.4174 | 7.0832 | 1.4931 | 1.1285 | 0.7576 | 1.7283 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 34.7222 | 27.7778 | 41.6667 | 34.7222 | 27.7778 | 41.6667 |
Ratio Avg Win / Avg Loss | 8.3047 | 18.4163 | 2.0904 | 2.1216 | 1.9697 | 2.4196 |
Largest Winning Trade | 1199886 | 1199886 | 70136 | 7265329 | 5929614 | 7265329 |
Largest Losing Trade | -45375 | -22943 | -45375 | -3906213 | -3493700 | -3906213 |
Avg Bars in Trades | 288 | 239 | 336 | 288 | 239 | 336 |
Avg Bars in Winners | 567 | 539 | 586 | 567 | 539 | 586 |
Avg Bars in Losers | 139 | 124 | 158 | 139 | 124 | 158 |
Bars Traded | 20738 | 8622 | 12116 | 20738 | 8622 | 12116 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70776 | 78935 | -267671 | -159367 | -595574 | 317120 |
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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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