Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528427.1045 | 1500455.1234 | 27971.9811 | 1092965.7512 | 2657240.2992 | -1564274.5481 |
Total P&L (%) | 1528.4271 | 1500.4551 | 27.972 | 1092.9658 | 2657.2403 | -1564.2745 |
Avg Daily Profit (%) | 0.6742 | 0.6619 | 0.0123 | 0.1094 | 0.1464 | 0 |
Buy And Hold Return (%) | 263.5443 | 263.5443 | 263.5443 | 263.5443 | 263.5443 | 263.5443 |
Max Trade Drawdown | -106317 | -80362 | -112699 | -3061653 | -2311044 | -2724331 |
Profit Factor | 3.353 | 5.73 | 1.0842 | 1.0827 | 1.4182 | 0.7721 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 40.5063 | 35 | 46.1538 | 40.5063 | 35 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.9247 | 10.6415 | 1.2649 | 1.5902 | 2.6339 | 0.9008 |
Largest Winning Trade | 1064942 | 1064942 | 49968 | 3844025 | 3844025 | 816921 |
Largest Losing Trade | -53944 | -33992 | -53944 | -2268376 | -1446235 | -2268376 |
Avg Bars in Trades | 164 | 150 | 178 | 164 | 150 | 178 |
Avg Bars in Winners | 286 | 302 | 273 | 286 | 302 | 273 |
Avg Bars in Losers | 81 | 68 | 96 | 81 | 68 | 96 |
Bars Traded | 12981 | 6020 | 6960 | 12981 | 6020 | 6960 |
Profit Streak | 0 | 0 | 166.3454 | 0 | 0 | 166.3454 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17267 | 491018 | -470589 | -212030 | -1055 | -581286 |
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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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