Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611827.1727 | 1414354.2425 | 197472.9302 | 3147894.2462 | 2204917.168 | 942977.0782 |
Total P&L (%) | 1611.8272 | 1414.3542 | 197.4729 | 3147.8942 | 2204.9172 | 942.9771 |
Avg Daily Profit (%) | 0.6787 | 0.5956 | 0.0832 | 0.1467 | 0.1322 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147959 | -126947 | -76000 | -16120606 | -13177427 | -3896180 |
Profit Factor | 2.7341 | 3.8042 | 1.4645 | 1.089 | 1.0962 | 1.0756 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 52.7559 | 48.4375 | 57.1429 | 52.7559 | 48.4375 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4484 | 4.0497 | 1.0984 | 0.9752 | 1.167 | 0.8067 |
Largest Winning Trade | 964143 | 964143 | 59037 | 12704469 | 12704469 | 1508420 |
Largest Losing Trade | -50307 | -50307 | -46458 | -8701041 | -8701041 | -3145222 |
Avg Bars in Trades | 109 | 105 | 113 | 109 | 105 | 113 |
Avg Bars in Winners | 129 | 125 | 133 | 129 | 125 | 133 |
Avg Bars in Losers | 86 | 86 | 87 | 86 | 86 | 87 |
Bars Traded | 13910 | 6745 | 7165 | 13910 | 6745 | 7165 |
Profit Streak | 0 | 0 | 39.3604 | 0 | 0 | 39.3604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649447 | -121451 | -226055 | -120467 | -270559 | -344923 |
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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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