Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2212175.9676 | 2148121.9743 | 64053.9933 | 1858735.4295 | 1394839.9726 | 463895.4569 |
Total P&L (%) | 2212.176 | 2148.122 | 64.054 | 1858.7354 | 1394.84 | 463.8955 |
Avg Daily Profit (%) | 1.1739 | 1.1399 | 0.034 | 0.158 | 0.1436 | 0.0918 |
Buy And Hold Return (%) | 290.8097 | 290.8097 | 290.8097 | 290.8097 | 290.8097 | 290.8097 |
Max Trade Drawdown | -236983 | -220801 | -42952 | -17150691 | -15373854 | -2447616 |
Profit Factor | 4.1652 | 5.1733 | 1.3478 | 1.0709 | 1.067 | 1.0858 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 58.4 | 53.2258 | 63.4921 | 58.4 | 53.2258 | 63.4921 |
Ratio Avg Win / Avg Loss | 2.967 | 4.5463 | 0.775 | 0.7628 | 0.9377 | 0.6243 |
Largest Winning Trade | 1388123 | 1388123 | 16461 | 14434162 | 14434162 | 1549719 |
Largest Losing Trade | -60524 | -60524 | -18198 | -5785931 | -5785931 | -2204456 |
Avg Bars in Trades | 29 | 53 | 6 | 29 | 53 | 6 |
Avg Bars in Winners | 31 | 61 | 6 | 31 | 61 | 6 |
Avg Bars in Losers | 27 | 43 | 6 | 27 | 43 | 6 |
Bars Traded | 3704 | 3313 | 391 | 3704 | 3313 | 391 |
Profit Streak | 7.4588 | 0 | 28.9588 | 7.4588 | 0 | 28.9588 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 829829 | -132379 | -458668 | -134545 | -304618 | -351914 |
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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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