Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1424309.4942 | 1335995.8926 | 88313.6016 | 1294834.1426 | -125409.6969 | 1420243.8395 |
Total P&L (%) | 1424.3095 | 1335.9959 | 88.3136 | 1294.8341 | -125.4097 | 1420.2438 |
Avg Daily Profit (%) | 0.7703 | 0.7226 | 0.0478 | 0.1426 | 0 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135983 | -100043 | -52578 | -3092429 | -2188490 | -1365253 |
Profit Factor | 3.356 | 5.4384 | 1.291 | 1.1335 | 0.9758 | 1.3147 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 39.4958 | 28.3333 | 50.8475 | 39.4958 | 28.3333 | 50.8475 |
Ratio Avg Win / Avg Loss | 5.1412 | 13.756 | 1.2479 | 1.7365 | 2.4682 | 1.2709 |
Largest Winning Trade | 1259663 | 1259663 | 63344 | 1527565 | 828073 | 1527565 |
Largest Losing Trade | -26836 | -22627 | -26836 | -891303 | -891303 | -514039 |
Avg Bars in Trades | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 5369 | 2395 | 2974 | 5369 | 2395 | 2974 |
Profit Streak | 0 | 0 | 77.0557 | 0 | 0 | 77.0557 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560168 | -163961 | -304293 | -78515 | -762581 | -171023 |
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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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