Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5077286.1893 | 5209637.2358 | -132351.0465 | 88465.7894 | 449832.9877 | -361367.1983 |
Total P&L (%) | 5077.2862 | 5209.6372 | -132.351 | 88.4658 | 449.833 | -361.3672 |
Avg Daily Profit (%) | 2.5852 | 2.6526 | -0.0674 | 0.0323 | 0.0868 | 0 |
Buy And Hold Return (%) | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 |
Max Trade Drawdown | -187484 | -68371 | -243600 | -502109 | -225789 | -420569 |
Profit Factor | 6.8837 | 13.3571 | 0.7001 | 1.0432 | 1.4283 | 0.6382 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 41.3978 | 37.6344 | 45.1613 | 41.3978 | 37.6344 | 45.1613 |
Ratio Avg Win / Avg Loss | 9.7445 | 22.1347 | 0.8501 | 1.4767 | 2.3668 | 0.775 |
Largest Winning Trade | 5224483 | 5224483 | 50720 | 534823 | 534823 | 94070 |
Largest Losing Trade | -42205 | -42205 | -40708 | -174986 | -174986 | -163009 |
Avg Bars in Trades | 30 | 39 | 21 | 30 | 39 | 21 |
Avg Bars in Winners | 40 | 55 | 28 | 40 | 55 | 28 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 5620 | 3627 | 1991 | 5620 | 3627 | 1991 |
Profit Streak | 470.8718 | 470.8718 | 483.8718 | 470.8718 | 470.8718 | 483.8718 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 673632 | 564913 | -581727 | -489608 | -244996 | -581727 |
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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) |
---|