Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112425.296 | 1096949.4657 | 15475.8303 | 37113.9943 | -351423.6363 | 388537.6305 |
Total P&L (%) | 1112.4253 | 1096.9495 | 15.4758 | 37.114 | -351.4236 | 388.5376 |
Avg Daily Profit (%) | 0.5995 | 0.5911 | 0.0083 | 0.017 | 0 | 0.0855 |
Buy And Hold Return (%) | 87.1665 | 87.1665 | 87.1665 | 87.1665 | 87.1665 | 87.1665 |
Max Trade Drawdown | -173436 | -174769 | -55796 | -1534256 | -1842968 | -433560 |
Profit Factor | 3.1669 | 4.1687 | 1.0926 | 1.0086 | 0.8871 | 1.3167 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 40.4959 | 34.4262 | 46.6667 | 40.4959 | 34.4262 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.6534 | 7.9405 | 1.2486 | 1.482 | 1.6897 | 1.5048 |
Largest Winning Trade | 1203515 | 1203515 | 30261 | 1203515 | 1203515 | 386793 |
Largest Losing Trade | -42848 | -42848 | -30758 | -504641 | -504641 | -234918 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 5275 | 2551 | 2724 | 5275 | 2551 | 2724 |
Profit Streak | 7.5528 | 7.5528 | 49.5528 | 7.5528 | 7.5528 | 49.5528 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549720 | -148769 | -636089 | -549254 | -745336 | -249213 |
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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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