Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933060.2192 | 834894.8953 | 98165.3238 | 2252831.7297 | 4602808.2855 | -2349976.5558 |
Total P&L (%) | 933.0602 | 834.8949 | 98.1653 | 2252.8317 | 4602.8083 | -2349.9766 |
Avg Daily Profit (%) | 0.448 | 0.4009 | 0.0471 | 0.1518 | 0.1851 | 0 |
Buy And Hold Return (%) | 88.7352 | 88.7352 | 88.7352 | 88.7352 | 88.7352 | 88.7352 |
Max Trade Drawdown | -232128 | -212071 | -98684 | -15690449 | -11638803 | -7791597 |
Profit Factor | 1.952 | 2.6881 | 1.2022 | 1.0624 | 1.2144 | 0.8392 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 51.7241 | 52.7778 | 50.6849 | 51.7241 | 52.7778 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.8219 | 2.4051 | 1.1697 | 0.9916 | 1.0866 | 0.8166 |
Largest Winning Trade | 262794 | 262794 | 74758 | 6216986 | 6216986 | 1926804 |
Largest Losing Trade | -50642 | -36817 | -50642 | -4554649 | -4554649 | -3917053 |
Avg Bars in Trades | 170 | 164 | 176 | 170 | 164 | 176 |
Avg Bars in Winners | 194 | 180 | 209 | 194 | 180 | 209 |
Avg Bars in Losers | 144 | 146 | 142 | 144 | 146 | 142 |
Bars Traded | 24716 | 11836 | 12880 | 24716 | 11836 | 12880 |
Profit Streak | 28.8724 | 0 | 41.1224 | 28.8724 | 0 | 41.1224 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540466 | -63937 | -334504 | -144743 | -71349 | -652097 |
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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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