Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1667002.764 | 1624418.1045 | 42584.6594 | 1249314.5189 | 1356261.4376 | -106946.9187 |
Total P&L (%) | 1667.0028 | 1624.4181 | 42.5847 | 1249.3145 | 1356.2614 | -106.9469 |
Avg Daily Profit (%) | 0.9121 | 0.8888 | 0.0233 | 0.1425 | 0.1467 | 0 |
Buy And Hold Return (%) | 766.1846 | 766.1846 | 766.1846 | 766.1846 | 766.1846 | 766.1846 |
Max Trade Drawdown | -125210 | -126831 | -44611 | -1392489 | -1125691 | -565392 |
Profit Factor | 3.9318 | 4.8291 | 1.295 | 1.2493 | 1.3711 | 0.9212 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 52.439 | 48.7805 | 56.0976 | 52.439 | 48.7805 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.566 | 5.0706 | 1.0135 | 1.1331 | 1.4396 | 0.7209 |
Largest Winning Trade | 1127512 | 1127512 | 31091 | 1165315 | 1165315 | 199873 |
Largest Losing Trade | -53680 | -53680 | -19348 | -555551 | -555551 | -331693 |
Avg Bars in Trades | 63 | 116 | 9 | 63 | 116 | 9 |
Avg Bars in Winners | 68 | 133 | 11 | 68 | 133 | 11 |
Avg Bars in Losers | 57 | 99 | 7 | 57 | 99 | 7 |
Bars Traded | 5167 | 4763 | 404 | 5167 | 4763 | 404 |
Profit Streak | 0 | 169.4848 | 0 | 0 | 169.4848 | 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 | 219457 | 552740 | -326360 | -20458 | -4219 | -579674 |
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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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