Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414907.5356 | 1297844.9851 | 117062.5505 | 8990112.6199 | 8437113.9786 | 552998.6413 |
Total P&L (%) | 1414.9075 | 1297.845 | 117.0626 | 8990.1126 | 8437.114 | 552.9986 |
Avg Daily Profit (%) | 0.5655 | 0.5187 | 0.0468 | 0.1804 | 0.1779 | 0.075 |
Buy And Hold Return (%) | 456.582 | 456.582 | 456.582 | 456.582 | 456.582 | 456.582 |
Max Trade Drawdown | -110026 | -56082 | -70273 | -13337212 | -8274003 | -11504286 |
Profit Factor | 3.8458 | 7.1477 | 1.4092 | 1.1945 | 1.4013 | 1.0219 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 33.7662 | 33.3333 | 34.2105 | 33.7662 | 33.3333 | 34.2105 |
Ratio Avg Win / Avg Loss | 7.5436 | 14.2954 | 2.71 | 2.3431 | 2.8026 | 1.9653 |
Largest Winning Trade | 835239 | 835239 | 57506 | 8880719 | 8880719 | 5915030 |
Largest Losing Trade | -32858 | -18507 | -32858 | -4258254 | -2492768 | -4258254 |
Avg Bars in Trades | 94 | 86 | 103 | 94 | 86 | 103 |
Avg Bars in Winners | 208 | 184 | 233 | 208 | 184 | 233 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 7306 | 3378 | 3928 | 7306 | 3378 | 3928 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37503 | 344815 | -300465 | -50178 | 115267 | -393837 |
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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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