Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2671853.3891 | 2706511.991 | -34658.6019 | 105695.6386 | 518909.5158 | -413213.8772 |
Total P&L (%) | 2671.8534 | 2706.512 | -34.6586 | 105.6956 | 518.9095 | -413.2139 |
Avg Daily Profit (%) | 1.2075 | 1.2232 | -0.0157 | 0.0326 | 0.0824 | 0 |
Buy And Hold Return (%) | 187.4717 | 187.4717 | 187.4717 | 187.4717 | 187.4717 | 187.4717 |
Max Trade Drawdown | -249675 | -158570 | -147611 | -2373623 | -1475042 | -952144 |
Profit Factor | 6.0142 | 11.0493 | 0.8685 | 1.0389 | 1.3186 | 0.6204 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 45.2055 | 47.2222 | 43.2432 | 45.2055 | 47.2222 | 43.2432 |
Ratio Avg Win / Avg Loss | 7.29 | 12.3493 | 1.1399 | 1.2593 | 1.4737 | 0.8143 |
Largest Winning Trade | 2797415 | 2797415 | 32443 | 1937976 | 1937976 | 439785 |
Largest Losing Trade | -65520 | -65520 | -34748 | -660655 | -660655 | -549480 |
Avg Bars in Trades | 79 | 121 | 38 | 79 | 121 | 38 |
Avg Bars in Winners | 85 | 101 | 69 | 85 | 101 | 69 |
Avg Bars in Losers | 74 | 139 | 14 | 74 | 139 | 14 |
Bars Traded | 5790 | 4376 | 1414 | 5790 | 4376 | 1414 |
Profit Streak | 138.4698 | 138.4698 | 352.1365 | 138.4698 | 138.4698 | 352.1365 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54742 | 775781 | -580390 | -569651 | -86136 | -582057 |
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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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