Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649153.1812 | 1436071.0187 | 213082.1625 | 16982378.6401 | 1381245.7943 | 15601132.8459 |
Total P&L (%) | 1649.1532 | 1436.071 | 213.0822 | 16982.3786 | 1381.2458 | 15601.1328 |
Avg Daily Profit (%) | 0.89 | 0.775 | 0.115 | 0.2778 | 0.1456 | 0.2732 |
Buy And Hold Return (%) | 55.9459 | 55.9459 | 55.9459 | 55.9459 | 55.9459 | 55.9459 |
Max Trade Drawdown | -45677 | -47004 | -60754 | -8649869 | -8900403 | -3755274 |
Profit Factor | 5.0203 | 7.5866 | 2.1088 | 1.5449 | 1.0768 | 2.183 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 33.3333 | 26.7606 | 40 | 33.3333 | 26.7606 | 40 |
Ratio Avg Win / Avg Loss | 10.0406 | 20.7633 | 3.1632 | 3.0897 | 2.9471 | 3.2745 |
Largest Winning Trade | 1207147 | 1207147 | 63859 | 7067591 | 7067591 | 5412391 |
Largest Losing Trade | -17141 | -13418 | -17141 | -2130990 | -2130990 | -2084059 |
Avg Bars in Trades | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3574 | 1485 | 2089 | 3574 | 1485 | 2089 |
Profit Streak | 0 | 0 | 37.82 | 0 | 0 | 37.82 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548045 | -87255 | -135388 | 200289 | -241948 | -84706 |
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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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