Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5007131.89 | 5153729.3617 | -146597.4717 | 58137.367 | 826726.6901 | -768589.3231 |
Total P&L (%) | 5007.1319 | 5153.7294 | -146.5975 | 58.1374 | 826.7267 | -768.5893 |
Avg Daily Profit (%) | 2.5501 | 2.6248 | -0.0747 | 0.0233 | 0.1135 | 0 |
Buy And Hold Return (%) | 1826.8664 | 1826.8664 | 1826.8664 | 1826.8664 | 1826.8664 | 1826.8664 |
Max Trade Drawdown | -152180 | -71360 | -192624 | -1065736 | -205283 | -893350 |
Profit Factor | 9.3797 | 21.427 | 0.5754 | 1.0358 | 2.9737 | 0.3618 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 10.273 | 25.7124 | 0.5754 | 1.1345 | 3.5684 | 0.3618 |
Largest Winning Trade | 5190800 | 5190800 | 30028 | 1050100 | 1050100 | 135747 |
Largest Losing Trade | -69687 | -60079 | -69687 | -809863 | -76032 | -809863 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
Bars Traded | 7185 | 3847 | 3338 | 7185 | 3847 | 3338 |
Profit Streak | 0 | 0 | 573.7391 | 0 | 0 | 573.7391 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 696165 | -106217 | -703999 | -509121 | -327436 | -703999 |
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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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