Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429208.4053 | 1351733.7087 | 77474.6967 | 4341347.5838 | 4209769.8602 | 131577.7235 |
Total P&L (%) | 1429.2084 | 1351.7337 | 77.4747 | 4341.3476 | 4209.7699 | 131.5777 |
Avg Daily Profit (%) | 0.7869 | 0.7442 | 0.0427 | 0.2091 | 0.2074 | 0.0462 |
Buy And Hold Return (%) | 601.0264 | 601.0264 | 601.0264 | 601.0264 | 601.0264 | 601.0264 |
Max Trade Drawdown | -117194 | -76931 | -69301 | -6399171 | -4936526 | -3139714 |
Profit Factor | 3.2442 | 4.9326 | 1.2643 | 1.1934 | 1.3429 | 1.0129 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 38.5185 | 35.8209 | 41.1765 | 38.5185 | 35.8209 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.1783 | 8.8376 | 1.8062 | 1.9049 | 2.406 | 1.4471 |
Largest Winning Trade | 752970 | 752970 | 69262 | 6448507 | 6448507 | 1630683 |
Largest Losing Trade | -26196 | -22612 | -26196 | -1434063 | -1434063 | -1422567 |
Avg Bars in Trades | 38 | 46 | 30 | 38 | 46 | 30 |
Avg Bars in Winners | 66 | 78 | 56 | 66 | 78 | 56 |
Avg Bars in Losers | 21 | 29 | 13 | 21 | 29 | 13 |
Bars Traded | 5225 | 3127 | 2098 | 5225 | 3127 | 2098 |
Profit Streak | 0 | 90.1185 | 0 | 0 | 90.1185 | 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 | 388022 | -106306 | -413623 | -2651 | -111954 | -616108 |
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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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