Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319572.6426 | 1246861.138 | 72711.5047 | 4067345.7991 | 3526543.9954 | 540801.8037 |
Total P&L (%) | 1319.5726 | 1246.8611 | 72.7115 | 4067.3458 | 3526.544 | 540.8018 |
Avg Daily Profit (%) | 0.7261 | 0.6861 | 0.04 | 0.2054 | 0.1978 | 0.1023 |
Buy And Hold Return (%) | 644.9664 | 644.9664 | 644.9664 | 644.9664 | 644.9664 | 644.9664 |
Max Trade Drawdown | -110508 | -76182 | -98958 | -6889120 | -4069347 | -3386431 |
Profit Factor | 2.9293 | 4.9665 | 1.1967 | 1.2419 | 1.4738 | 1.0577 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 47.7273 | 43.9394 | 51.5152 | 47.7273 | 43.9394 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2083 | 6.3366 | 1.1263 | 1.3602 | 1.8804 | 0.9955 |
Largest Winning Trade | 826199 | 826199 | 76201 | 2702905 | 2632852 | 2702905 |
Largest Losing Trade | -57464 | -30248 | -57464 | -2530995 | -2530995 | -1929469 |
Avg Bars in Trades | 162 | 166 | 158 | 162 | 166 | 158 |
Avg Bars in Winners | 228 | 236 | 221 | 228 | 236 | 221 |
Avg Bars in Losers | 102 | 111 | 91 | 102 | 111 | 91 |
Bars Traded | 21431 | 10985 | 10446 | 21431 | 10985 | 10446 |
Profit Streak | 0 | 83.1185 | 0 | 0 | 83.1185 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396413 | -112775 | -433346 | 245397 | -116149 | -504512 |
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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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