Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218796.4693 | 1116483.172 | 102313.2973 | 2753974.9835 | 2220116.6716 | 533858.3119 |
Total P&L (%) | 1218.7965 | 1116.4832 | 102.3133 | 2753.975 | 2220.1167 | 533.8583 |
Avg Daily Profit (%) | 0.5373 | 0.4922 | 0.0451 | 0.1479 | 0.1387 | 0.0814 |
Buy And Hold Return (%) | 147.7876 | 147.7876 | 147.7876 | 147.7876 | 147.7876 | 147.7876 |
Max Trade Drawdown | -148715 | -67055 | -79275 | -9037022 | -4030318 | -6484919 |
Profit Factor | 2.6943 | 4.0027 | 1.2944 | 1.1098 | 1.1787 | 1.0422 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 50 | 42.1053 | 57.8947 | 50 | 42.1053 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.6943 | 5.5038 | 0.9414 | 1.1098 | 1.6207 | 0.7579 |
Largest Winning Trade | 542466 | 542466 | 57993 | 3585902 | 3585902 | 3493992 |
Largest Losing Trade | -55464 | -55464 | -51055 | -3768883 | -1748799 | -3768883 |
Avg Bars in Trades | 117 | 95 | 139 | 117 | 95 | 139 |
Avg Bars in Winners | 132 | 106 | 151 | 132 | 106 | 151 |
Avg Bars in Losers | 102 | 87 | 122 | 102 | 87 | 122 |
Bars Traded | 8933 | 3646 | 5287 | 8933 | 3646 | 5287 |
Profit Streak | 0 | 0 | 77.6831 | 0 | 0 | 77.6831 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37716 | 523506 | -298464 | -148794 | -33348 | -260584 |
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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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