Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732222.488 | 1559578.1744 | 172644.3136 | 5249366.82 | -2108729.279 | 7358096.099 |
Total P&L (%) | 1732.2225 | 1559.5782 | 172.6443 | 5249.3668 | -2108.7293 | 7358.0961 |
Avg Daily Profit (%) | 0.9347 | 0.8416 | 0.0932 | 0.215 | 0 | 0.2329 |
Buy And Hold Return (%) | 29.0641 | 29.0641 | 29.0641 | 29.0641 | 29.0641 | 29.0641 |
Max Trade Drawdown | -122929 | -99623 | -45499 | -7493335 | -6201715 | -3881752 |
Profit Factor | 3.3723 | 5.2393 | 1.4765 | 1.135 | 0.8942 | 1.3885 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 44.3038 | 39.4958 | 49.1525 | 44.3038 | 39.4958 | 49.1525 |
Ratio Avg Win / Avg Loss | 4.2394 | 8.0261 | 1.5274 | 1.4269 | 1.3698 | 1.4364 |
Largest Winning Trade | 1346338 | 1346338 | 33272 | 3621112 | 3621112 | 1571583 |
Largest Losing Trade | -21942 | -21942 | -19639 | -2107961 | -2107961 | -2027673 |
Avg Bars in Trades | 45 | 55 | 35 | 45 | 55 | 35 |
Avg Bars in Winners | 59 | 81 | 41 | 59 | 81 | 41 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 10807 | 6621 | 4186 | 10807 | 6621 | 4186 |
Profit Streak | 5.8819 | 5.8819 | 9.2152 | 5.8819 | 5.8819 | 9.2152 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 717393 | 631762 | -66926 | -63614 | -582734 | 325467 |
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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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