Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449529.4786 | 1316455.3253 | 133074.1533 | 5089721.5539 | 3393307.0237 | 1696414.5302 |
Total P&L (%) | 1449.5295 | 1316.4553 | 133.0742 | 5089.7216 | 3393.307 | 1696.4145 |
Avg Daily Profit (%) | 0.733 | 0.6657 | 0.0673 | 0.1999 | 0.1799 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109987 | -48256 | -65574 | -2510481 | -1130030 | -1380451 |
Profit Factor | 6.2992 | 12.537 | 1.8347 | 2.0356 | 2.6046 | 1.6058 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.194 | 61.7647 | 60.6061 | 61.194 | 61.7647 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.9946 | 7.761 | 1.1925 | 1.2909 | 1.6124 | 1.0438 |
Largest Winning Trade | 1216182 | 1216182 | 88941 | 2156494 | 2156494 | 1837031 |
Largest Losing Trade | -31988 | -24581 | -31988 | -704337 | -704337 | -647387 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 3677 | 1645 | 2032 | 3677 | 1645 | 2032 |
Profit Streak | 503.1048 | 683.6048 | 0 | 503.1048 | 683.6048 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97842 | 843044 | -99360 | -108169 | 565344 | 208111 |
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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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