Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336758.5383 | 1275050.1992 | 61708.3391 | 2610413.4762 | 3859528.215 | -1249114.7388 |
Total P&L (%) | 1336.7585 | 1275.0502 | 61.7083 | 2610.4135 | 3859.5282 | -1249.1147 |
Avg Daily Profit (%) | 0.7221 | 0.6887 | 0.0333 | 0.1784 | 0.1989 | 0 |
Buy And Hold Return (%) | 101.6614 | 101.6614 | 101.6614 | 101.6614 | 101.6614 | 101.6614 |
Max Trade Drawdown | -133953 | -74492 | -84513 | -5284132 | -2349620 | -3494599 |
Profit Factor | 3.7294 | 6.6053 | 1.2353 | 1.2209 | 1.6847 | 0.7978 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 37.6623 | 35.8974 | 39.4737 | 37.6623 | 35.8974 | 39.4737 |
Ratio Avg Win / Avg Loss | 6.1729 | 11.7951 | 1.8941 | 2.0209 | 3.0084 | 1.2233 |
Largest Winning Trade | 970472 | 970472 | 78126 | 4691566 | 4691566 | 1879407 |
Largest Losing Trade | -38562 | -27185 | -38562 | -1638632 | -709714 | -1638632 |
Avg Bars in Trades | 138 | 139 | 137 | 138 | 139 | 137 |
Avg Bars in Winners | 280 | 284 | 276 | 280 | 284 | 276 |
Avg Bars in Losers | 53 | 58 | 47 | 53 | 58 | 47 |
Bars Traded | 10678 | 5437 | 5241 | 10678 | 5437 | 5241 |
Profit Streak | 0 | 0 | 52.4819 | 0 | 0 | 52.4819 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31712 | 550058 | -316859 | -42510 | 207231 | -582628 |
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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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