Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3003593.6588 | 2814764.3221 | 188829.3367 | 11865295.2733 | 5627144.5392 | 6238150.7341 |
Total P&L (%) | 3003.5937 | 2814.7643 | 188.8293 | 11865.2953 | 5627.1445 | 6238.1507 |
Avg Daily Profit (%) | 1.2971 | 1.2155 | 0.0815 | 0.2068 | 0.175 | 0.1793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95030 | -96222 | -108331 | -10952076 | -8376130 | -9890866 |
Profit Factor | 5.1091 | 8.5812 | 1.525 | 1.1982 | 1.1792 | 1.2192 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 33.8583 | 30.1587 | 37.5 | 33.8583 | 30.1587 | 37.5 |
Ratio Avg Win / Avg Loss | 9.9805 | 19.8723 | 2.5416 | 2.3407 | 2.7307 | 2.0321 |
Largest Winning Trade | 2528441 | 2528441 | 62658 | 7561989 | 7561989 | 5968704 |
Largest Losing Trade | -49647 | -49647 | -26251 | -4517277 | -4517277 | -4046293 |
Avg Bars in Trades | 52 | 59 | 44 | 52 | 59 | 44 |
Avg Bars in Winners | 97 | 102 | 92 | 97 | 102 | 92 |
Avg Bars in Losers | 28 | 40 | 15 | 28 | 40 | 15 |
Bars Traded | 6604 | 3755 | 2849 | 6604 | 3755 | 2849 |
Profit Streak | 11.1829 | 0 | 11.5163 | 11.1829 | 0 | 11.5163 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582106 | -132619 | -225198 | 50656 | -169189 | -135125 |
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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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