Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1631268.2623 | 1477944.884 | 153323.3783 | 812092.8161 | 1209618.7337 | -397525.9177 |
Total P&L (%) | 1631.2683 | 1477.9449 | 153.3234 | 812.0928 | 1209.6187 | -397.5259 |
Avg Daily Profit (%) | 0.6848 | 0.6205 | 0.0644 | 0.0928 | 0.108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162293 | -104157 | -85622 | -6482416 | -2517924 | -4222678 |
Profit Factor | 3.4155 | 5.3872 | 1.453 | 1.0768 | 1.2964 | 0.9387 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 52.9412 | 44.186 | 61.9048 | 52.9412 | 44.186 | 61.9048 |
Ratio Avg Win / Avg Loss | 3.036 | 6.8049 | 0.8942 | 0.9572 | 1.6376 | 0.5777 |
Largest Winning Trade | 1202328 | 1202328 | 62477 | 2561375 | 2561375 | 2148385 |
Largest Losing Trade | -58988 | -57082 | -58988 | -3370935 | -2016066 | -3370935 |
Avg Bars in Trades | 54 | 46 | 61 | 54 | 46 | 61 |
Avg Bars in Winners | 69 | 71 | 68 | 69 | 71 | 68 |
Avg Bars in Losers | 36 | 27 | 50 | 36 | 27 | 50 |
Bars Traded | 4596 | 2012 | 2584 | 4596 | 2012 | 2584 |
Profit Streak | 0 | 0 | 19.9708 | 0 | 0 | 19.9708 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 695585 | 630010 | -105489 | -205649 | -49362 | -578635 |
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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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