Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2692216.0301 | 2676697.39 | 15518.6401 | 947221.4713 | 2071168.3276 | -1123946.8563 |
Total P&L (%) | 2692.216 | 2676.6974 | 15.5186 | 947.2215 | 2071.1683 | -1123.9469 |
Avg Daily Profit (%) | 1.2144 | 1.2074 | 0.007 | 0.106 | 0.1389 | 0 |
Buy And Hold Return (%) | 866.3886 | 866.3886 | 866.3886 | 866.3886 | 866.3886 | 866.3886 |
Max Trade Drawdown | -199278 | -131215 | -106677 | -4683562 | -2864369 | -2192362 |
Profit Factor | 5.0056 | 7.2154 | 1.0643 | 1.0981 | 1.3583 | 0.7098 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 44.7761 | 37.3134 | 52.2388 | 44.7761 | 37.3134 | 52.2388 |
Ratio Avg Win / Avg Loss | 6.1736 | 12.1218 | 0.9731 | 1.3544 | 2.2819 | 0.6489 |
Largest Winning Trade | 2593488 | 2593488 | 31379 | 4301589 | 4301589 | 415907 |
Largest Losing Trade | -31497 | -31497 | -28041 | -1109988 | -642128 | -1109988 |
Avg Bars in Trades | 63 | 100 | 26 | 63 | 100 | 26 |
Avg Bars in Winners | 85 | 161 | 30 | 85 | 161 | 30 |
Avg Bars in Losers | 45 | 63 | 22 | 45 | 63 | 22 |
Bars Traded | 8490 | 6707 | 1783 | 8490 | 6707 | 1783 |
Profit Streak | 93.8259 | 103.5759 | 93.8259 | 93.8259 | 103.5759 | 93.8259 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633301 | -102314 | -616297 | -301116 | -131219 | -696331 |
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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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