Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632800.7456 | 1576418.1618 | 56382.5839 | 836013.4192 | 9343916.365 | -8507902.9458 |
Total P&L (%) | 1632.8007 | 1576.4182 | 56.3826 | 836.0134 | 9343.9164 | -8507.9029 |
Avg Daily Profit (%) | 0.8962 | 0.8652 | 0.0309 | 0.1228 | 0.2499 | 0 |
Buy And Hold Return (%) | 925.8546 | 925.8546 | 925.8546 | 925.8546 | 925.8546 | 925.8546 |
Max Trade Drawdown | -211995 | -114749 | -140073 | -11346683 | -1694224 | -10419473 |
Profit Factor | 3.4468 | 5.3969 | 1.1826 | 1.0567 | 3.5993 | 0.2366 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 48.4848 | 46.9697 | 50 | 48.4848 | 46.9697 | 50 |
Ratio Avg Win / Avg Loss | 3.6622 | 6.0932 | 1.1826 | 1.1228 | 4.0637 | 0.2366 |
Largest Winning Trade | 755340 | 755340 | 77755 | 9018240 | 9018240 | 540624 |
Largest Losing Trade | -94308 | -36344 | -94308 | -9754117 | -1377034 | -9754117 |
Avg Bars in Trades | 26 | 31 | 20 | 26 | 31 | 20 |
Avg Bars in Winners | 31 | 41 | 23 | 31 | 41 | 23 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 3436 | 2064 | 1372 | 3436 | 2064 | 1372 |
Profit Streak | 9.6937 | 24.6937 | 9.6937 | 9.6937 | 24.6937 | 9.6937 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450783 | -112655 | -460240 | -351395 | -109860 | -704015 |
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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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