Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231491.4979 | 1203585.5852 | 27905.9127 | 1893389.0086 | 2176082.1979 | -282693.1893 |
Total P&L (%) | 1231.4915 | 1203.5856 | 27.9059 | 1893.389 | 2176.0822 | -282.6932 |
Avg Daily Profit (%) | 0.6798 | 0.6644 | 0.0154 | 0.1653 | 0.1726 | 0 |
Buy And Hold Return (%) | 502.3619 | 502.3619 | 502.3619 | 502.3619 | 502.3619 | 502.3619 |
Max Trade Drawdown | -139385 | -67656 | -90529 | -5559258 | -2904288 | -3102416 |
Profit Factor | 2.9477 | 4.8298 | 1.0877 | 1.1356 | 1.3075 | 0.9589 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 40.6504 | 40.9836 | 40.3226 | 40.6504 | 40.9836 | 40.3226 |
Ratio Avg Win / Avg Loss | 4.3036 | 6.9548 | 1.6099 | 1.658 | 1.8829 | 1.4192 |
Largest Winning Trade | 625551 | 625551 | 75048 | 3379339 | 3379339 | 1472092 |
Largest Losing Trade | -36984 | -26737 | -36984 | -1174497 | -1174497 | -827878 |
Avg Bars in Trades | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Winners | 139 | 120 | 157 | 139 | 120 | 157 |
Avg Bars in Losers | 50 | 47 | 52 | 50 | 47 | 52 |
Bars Traded | 10634 | 4735 | 5899 | 10634 | 4735 | 5899 |
Profit Streak | 2.2935 | 0 | 3.7935 | 2.2935 | 0 | 3.7935 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315775 | -150037 | -619571 | -70025 | -158346 | -737744 |
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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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