Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2073895.3281 | 2032581.3204 | 41314.0077 | 1393246.6161 | 99097.5642 | 1294149.0519 |
Total P&L (%) | 2073.8953 | 2032.5813 | 41.314 | 1393.2466 | 99.0976 | 1294.1491 |
Avg Daily Profit (%) | 0.9169 | 0.8986 | 0.0183 | 0.1196 | 0.0305 | 0.1166 |
Buy And Hold Return (%) | 138.1443 | 138.1443 | 138.1443 | 138.1443 | 138.1443 | 138.1443 |
Max Trade Drawdown | -88160 | -102312 | -31525 | -4770646 | -5814451 | -465954 |
Profit Factor | 4.1394 | 4.7983 | 1.3293 | 1.0914 | 1.0074 | 1.7022 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 48.3871 | 47.8261 | 48.9362 | 48.3871 | 47.8261 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.4154 | 5.2345 | 1.3871 | 1.1642 | 1.099 | 1.7762 |
Largest Winning Trade | 1663791 | 1663791 | 19293 | 5662797 | 5662797 | 594893 |
Largest Losing Trade | -59268 | -59268 | -18465 | -2560990 | -2560990 | -260464 |
Avg Bars in Trades | 141 | 265 | 20 | 141 | 265 | 20 |
Avg Bars in Winners | 155 | 293 | 23 | 155 | 293 | 23 |
Avg Bars in Losers | 128 | 239 | 16 | 128 | 239 | 16 |
Bars Traded | 13148 | 12207 | 941 | 13148 | 12207 | 941 |
Profit Streak | 8.0451 | 0 | 65.2118 | 8.0451 | 0 | 65.2118 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 746152 | 724564 | -333462 | -152591 | -531146 | -33245 |
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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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