Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546927.2042 | 1493617.4028 | 53309.8014 | 2982423.6134 | 7115172.7706 | -4132749.1572 |
Total P&L (%) | 1546.9272 | 1493.6174 | 53.3098 | 2982.4236 | 7115.1728 | -4132.7492 |
Avg Daily Profit (%) | 0.8474 | 0.8182 | 0.0292 | 0.188 | 0.2347 | 0 |
Buy And Hold Return (%) | 845.7213 | 845.7213 | 845.7213 | 845.7213 | 845.7213 | 845.7213 |
Max Trade Drawdown | -151476 | -111462 | -122990 | -7865107 | -5661498 | -6345692 |
Profit Factor | 4.2313 | 6.6445 | 1.249 | 1.143 | 1.6983 | 0.6125 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 40.5063 | 43.5897 | 37.5 | 40.5063 | 43.5897 | 37.5 |
Ratio Avg Win / Avg Loss | 6.2147 | 8.5987 | 2.0816 | 1.6788 | 2.1977 | 1.0208 |
Largest Winning Trade | 967650 | 967650 | 72270 | 7072814 | 7072814 | 2892015 |
Largest Losing Trade | -55101 | -38070 | -55101 | -3320271 | -2080347 | -3320271 |
Avg Bars in Trades | 86 | 111 | 62 | 86 | 111 | 62 |
Avg Bars in Winners | 127 | 152 | 99 | 127 | 152 | 99 |
Avg Bars in Losers | 58 | 79 | 40 | 58 | 79 | 40 |
Bars Traded | 6839 | 4334 | 2505 | 6839 | 4334 | 2505 |
Profit Streak | 0 | 235.8613 | 0 | 0 | 235.8613 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22559 | 423435 | -323596 | -91779 | 361881 | -583944 |
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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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