Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138456.4967 | 1013499.5368 | 124956.9599 | 12815003.6129 | 13080513.5936 | -265509.9807 |
Total P&L (%) | 1138.4565 | 1013.4995 | 124.957 | 12815.0036 | 13080.5136 | -265.51 |
Avg Daily Profit (%) | 0.5201 | 0.463 | 0.0571 | 0.2223 | 0.2232 | 0 |
Buy And Hold Return (%) | 622.2029 | 622.2029 | 622.2029 | 622.2029 | 622.2029 | 622.2029 |
Max Trade Drawdown | -137079 | -85153 | -77047 | -13397382 | -7863122 | -5963642 |
Profit Factor | 3.1077 | 4.436 | 1.5097 | 1.5897 | 2.0938 | 0.9728 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 52.2222 | 46.6667 | 57.7778 | 52.2222 | 46.6667 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.8432 | 5.0697 | 1.1032 | 1.4544 | 2.3929 | 0.7109 |
Largest Winning Trade | 366446 | 366446 | 66985 | 13332738 | 13332738 | 2028513 |
Largest Losing Trade | -36605 | -36513 | -36605 | -5963642 | -3962161 | -5963642 |
Avg Bars in Trades | 71 | 53 | 88 | 71 | 53 | 88 |
Avg Bars in Winners | 88 | 71 | 101 | 88 | 71 | 101 |
Avg Bars in Losers | 52 | 38 | 71 | 52 | 38 | 71 |
Bars Traded | 6424 | 2425 | 3998 | 6424 | 2425 | 3998 |
Profit Streak | 77.2676 | 118.6009 | 77.2676 | 77.2676 | 118.6009 | 77.2676 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366469 | 274970 | -279474 | 416695 | 415861 | -579145 |
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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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