Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2202848.0666 | 2097735.9941 | 105112.0725 | 2627127.7241 | 7142235.6366 | -4515107.9125 |
Total P&L (%) | 2202.8481 | 2097.736 | 105.1121 | 2627.1277 | 7142.2356 | -4515.1079 |
Avg Daily Profit (%) | 0.9957 | 0.9482 | 0.0475 | 0.1495 | 0.1938 | 0 |
Buy And Hold Return (%) | 166.3858 | 166.3858 | 166.3858 | 166.3858 | 166.3858 | 166.3858 |
Max Trade Drawdown | -153063 | -100969 | -69418 | -18555987 | -6518619 | -12495838 |
Profit Factor | 5.0148 | 7.7266 | 1.4438 | 1.0621 | 1.3757 | 0.8064 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 58.0247 | 52.5 | 63.4146 | 58.0247 | 52.5 | 63.4146 |
Ratio Avg Win / Avg Loss | 3.6277 | 6.9908 | 0.833 | 0.7683 | 1.2447 | 0.4652 |
Largest Winning Trade | 1941708 | 1941708 | 46071 | 8593022 | 8593022 | 3720721 |
Largest Losing Trade | -55271 | -38353 | -55271 | -7412447 | -3020250 | -7412447 |
Avg Bars in Trades | 78 | 113 | 44 | 78 | 113 | 44 |
Avg Bars in Winners | 89 | 135 | 52 | 89 | 135 | 52 |
Avg Bars in Losers | 62 | 88 | 29 | 62 | 88 | 29 |
Bars Traded | 6341 | 4525 | 1817 | 6341 | 4525 | 1817 |
Profit Streak | 108.5713 | 108.5713 | 149.5713 | 108.5713 | 108.5713 | 149.5713 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273994 | 832789 | -292812 | -160461 | 354278 | -577651 |
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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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