Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2796449.7959 | 2741907.3136 | 54542.4823 | 2253871.5001 | -146881.9225 | 2400753.4226 |
Total P&L (%) | 2796.4498 | 2741.9073 | 54.5425 | 2253.8715 | -146.8819 | 2400.7534 |
Avg Daily Profit (%) | 1.3428 | 1.3166 | 0.0262 | 0.1518 | 0 | 0.1547 |
Buy And Hold Return (%) | 337.3118 | 337.3118 | 337.3118 | 337.3118 | 337.3118 | 337.3118 |
Max Trade Drawdown | -123698 | -98253 | -39262 | -7050925 | -5762504 | -2524293 |
Profit Factor | 7.2148 | 9.5336 | 1.4239 | 1.1054 | 0.9906 | 1.4135 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 37.3333 | 37.8378 | 36.8421 | 37.3333 | 37.8378 | 36.8421 |
Ratio Avg Win / Avg Loss | 12.1105 | 15.6624 | 2.441 | 1.8555 | 1.6274 | 2.4231 |
Largest Winning Trade | 2664223 | 2664223 | 41996 | 3591952 | 3591952 | 1951688 |
Largest Losing Trade | -34744 | -34744 | -20944 | -1810234 | -1810234 | -1482930 |
Avg Bars in Trades | 315 | 533 | 104 | 315 | 533 | 104 |
Avg Bars in Winners | 580 | 1007 | 154 | 580 | 1007 | 154 |
Avg Bars in Losers | 158 | 245 | 74 | 158 | 245 | 74 |
Bars Traded | 23689 | 19734 | 3955 | 23689 | 19734 | 3955 |
Profit Streak | 0 | 99.5612 | 0 | 0 | 99.5612 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44038 | 647227 | -326814 | -162248 | -582164 | 159663 |
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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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