Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3168929.6892 | 3210763.9196 | -41834.2304 | 52513.5883 | 1742206.3374 | -1689692.7491 |
Total P&L (%) | 3168.9297 | 3210.7639 | -41.8342 | 52.5136 | 1742.2063 | -1689.6927 |
Avg Daily Profit (%) | 1.43 | 1.4489 | -0.0189 | 0.019 | 0.1316 | 0 |
Buy And Hold Return (%) | 178.8375 | 178.8375 | 178.8375 | 178.8375 | 178.8375 | 178.8375 |
Max Trade Drawdown | -232709 | -181903 | -99110 | -3828804 | -2144904 | -1765959 |
Profit Factor | 6.5621 | 10.4001 | 0.8166 | 1.0107 | 1.6529 | 0.2411 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.7532 | 39.4737 | 53.8462 | 46.7532 | 39.4737 | 53.8462 |
Ratio Avg Win / Avg Loss | 7.4736 | 15.9468 | 0.7 | 1.1511 | 2.5344 | 0.2067 |
Largest Winning Trade | 3355094 | 3355094 | 25459 | 3841965 | 3841965 | 78320 |
Largest Losing Trade | -36916 | -36916 | -36490 | -1278989 | -960082 | -1278989 |
Avg Bars in Trades | 82 | 129 | 35 | 82 | 129 | 35 |
Avg Bars in Winners | 90 | 156 | 42 | 90 | 156 | 42 |
Avg Bars in Losers | 74 | 112 | 26 | 74 | 112 | 26 |
Bars Traded | 6314 | 4934 | 1380 | 6314 | 4934 | 1380 |
Profit Streak | 92.2659 | 101.2659 | 92.2659 | 92.2659 | 101.2659 | 92.2659 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24339 | 674545 | -579699 | -588492 | -17360 | -579699 |
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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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