Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2303786.2169 | 2199121.7119 | 104664.5051 | -842590.411 | 10238306.2438 | -11080896.6548 |
Total P&L (%) | 2303.7862 | 2199.1217 | 104.6645 | -842.5904 | 10238.3062 | -11080.8967 |
Avg Daily Profit (%) | 1.2858 | 1.2274 | 0.0584 | 0 | 0.2592 | 0 |
Buy And Hold Return (%) | 228.1301 | 228.1301 | 228.1301 | 228.1301 | 228.1301 | 228.1301 |
Max Trade Drawdown | -107407 | -102363 | -172030 | -10819684 | -529962 | -12474613 |
Profit Factor | 4.0602 | 6.9368 | 1.2737 | 0.9475 | 5.3337 | 0.1904 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 28 | 39 | 78 | 46 | 32 |
Losing Trades | 75 | 43 | 32 | 64 | 25 | 39 |
Profitability (%) | 47.1831 | 39.4366 | 54.9296 | 54.9296 | 64.7887 | 45.0704 |
Ratio Avg Win / Avg Loss | 4.545 | 10.653 | 1.0451 | 0.7774 | 2.8987 | 0.232 |
Largest Winning Trade | 1251328 | 1251328 | 58079 | 8883623 | 8883623 | 609383 |
Largest Losing Trade | -104980 | -33442 | -104980 | -10279134 | -529962 | -10279134 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 52 | 49 | 54 | 27 | 31 | 22 |
Avg Bars in Losers | 22 | 22 | 21 | 46 | 35 | 54 |
Bars Traded | 5178 | 2343 | 2835 | 5178 | 2343 | 2835 |
Profit Streak | 0 | 0 | 0 | 21.6566 | 21.6566 | 26.6566 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 719058 | -69000 | -366812 | -578714 | -67629 | -669111 |
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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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