Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244529.3149 | 1162261.0556 | 82268.2592 | 6255718.0675 | 6386221.315 | -130503.2475 |
Total P&L (%) | 1244.5293 | 1162.2611 | 82.2683 | 6255.7181 | 6386.2213 | -130.5032 |
Avg Daily Profit (%) | 0.6861 | 0.6407 | 0.0454 | 0.2291 | 0.2303 | 0 |
Buy And Hold Return (%) | 654.4455 | 654.4455 | 654.4455 | 654.4455 | 654.4455 | 654.4455 |
Max Trade Drawdown | -120129 | -66033 | -78666 | -6022912 | -5625259 | -2652879 |
Profit Factor | 3.3957 | 4.9235 | 1.3685 | 1.2955 | 1.5071 | 0.9848 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 43.4426 | 44.2623 | 42.623 | 43.4426 | 44.2623 | 42.623 |
Ratio Avg Win / Avg Loss | 4.4208 | 6.2 | 1.8422 | 1.6865 | 1.8979 | 1.3257 |
Largest Winning Trade | 595220 | 595220 | 75638 | 6788752 | 6788752 | 3009581 |
Largest Losing Trade | -24082 | -24082 | -19026 | -1759310 | -1545446 | -1759310 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 99 | 84 | 114 | 99 | 84 | 114 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 6984 | 3133 | 3851 | 6984 | 3133 | 3851 |
Profit Streak | 0 | 10.1679 | 0 | 0 | 10.1679 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320937 | -152091 | -461328 | 260194 | -152494 | -743938 |
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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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