Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1728614.8731 | 1678097.1864 | 50517.6867 | 3213466.2951 | 3000252.7284 | 213213.5667 |
Total P&L (%) | 1728.6149 | 1678.0972 | 50.5177 | 3213.4663 | 3000.2527 | 213.2136 |
Avg Daily Profit (%) | 0.7633 | 0.741 | 0.0223 | 0.1547 | 0.1518 | 0.0504 |
Buy And Hold Return (%) | 399.3075 | 399.3075 | 399.3075 | 399.3075 | 399.3075 | 399.3075 |
Max Trade Drawdown | -98774 | -61995 | -71489 | -4447383 | -2869547 | -3558995 |
Profit Factor | 3.9456 | 6.9507 | 1.1657 | 1.1594 | 1.3214 | 1.0197 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 41.8803 | 42.3729 | 41.3793 | 41.8803 | 42.3729 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.4755 | 9.4529 | 1.6514 | 1.6089 | 1.7971 | 1.4446 |
Largest Winning Trade | 1296693 | 1296693 | 59350 | 3024171 | 3024171 | 1947463 |
Largest Losing Trade | -32854 | -20617 | -32854 | -2203364 | -950485 | -2203364 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 87 | 73 | 102 | 87 | 73 | 102 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 6161 | 2651 | 3510 | 6161 | 2651 | 3510 |
Profit Streak | 0 | 0 | 54.6844 | 0 | 0 | 54.6844 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543499 | -160498 | -547978 | -39326 | -170695 | -672226 |
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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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