Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519548.063 | 1466596.9894 | 52951.0737 | 3049504.2181 | 3447568.0791 | -398063.861 |
Total P&L (%) | 1519.5481 | 1466.597 | 52.9511 | 3049.5042 | 3447.5681 | -398.0639 |
Avg Daily Profit (%) | 0.8316 | 0.8026 | 0.029 | 0.189 | 0.1955 | 0 |
Buy And Hold Return (%) | 736.5336 | 736.5336 | 736.5336 | 736.5336 | 736.5336 | 736.5336 |
Max Trade Drawdown | -102096 | -71416 | -61811 | -7703750 | -6314493 | -3418343 |
Profit Factor | 3.151 | 5.1534 | 1.1499 | 1.1112 | 1.2358 | 0.9689 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 39.3443 | 34.4262 | 44.2623 | 39.3443 | 34.4262 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.8577 | 9.816 | 1.448 | 1.7131 | 2.3538 | 1.2201 |
Largest Winning Trade | 948590 | 948590 | 76656 | 7315992 | 7315992 | 2647827 |
Largest Losing Trade | -33449 | -21553 | -33449 | -1863262 | -1863262 | -1463352 |
Avg Bars in Trades | 58 | 51 | 65 | 58 | 51 | 65 |
Avg Bars in Winners | 95 | 86 | 103 | 95 | 86 | 103 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 7148 | 3148 | 3999 | 7148 | 3148 | 3999 |
Profit Streak | 29.1671 | 34.4171 | 29.1671 | 29.1671 | 34.4171 | 29.1671 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357559 | -153344 | -539001 | -94035 | -160288 | -742482 |
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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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