Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321222.1381 | 1195844.1701 | 125377.968 | 9075591.9189 | 4079943.9888 | 4995647.9302 |
Total P&L (%) | 1321.2221 | 1195.8442 | 125.378 | 9075.5919 | 4079.944 | 4995.6479 |
Avg Daily Profit (%) | 0.5589 | 0.5058 | 0.053 | 0.1913 | 0.158 | 0.1664 |
Buy And Hold Return (%) | 522.3993 | 522.3993 | 522.3993 | 522.3993 | 522.3993 | 522.3993 |
Max Trade Drawdown | -133630 | -119484 | -63121 | -15038236 | -10858041 | -4203107 |
Profit Factor | 2.7628 | 3.3805 | 1.5073 | 1.2147 | 1.133 | 1.4303 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 55.3719 | 50 | 60.6557 | 55.3719 | 50 | 60.6557 |
Ratio Avg Win / Avg Loss | 2.2267 | 3.3805 | 0.9777 | 0.979 | 1.133 | 0.9278 |
Largest Winning Trade | 368813 | 368813 | 55923 | 6238095 | 6238095 | 3293912 |
Largest Losing Trade | -64111 | -64111 | -49889 | -5885320 | -5885320 | -3201431 |
Avg Bars in Trades | 112 | 158 | 66 | 112 | 158 | 66 |
Avg Bars in Winners | 112 | 171 | 64 | 112 | 171 | 64 |
Avg Bars in Losers | 112 | 146 | 69 | 112 | 146 | 69 |
Bars Traded | 13596 | 9531 | 4065 | 13596 | 9531 | 4065 |
Profit Streak | 0 | 115.9135 | 0 | 0 | 115.9135 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499135 | -156462 | -448488 | 247564 | -235127 | -153335 |
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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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