Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3488172.5033 | 3513304.5762 | -25132.0729 | 144923.8744 | 283633.9966 | -138710.1223 |
Total P&L (%) | 3488.1725 | 3513.3046 | -25.1321 | 144.9239 | 283.634 | -138.7101 |
Avg Daily Profit (%) | 1.5718 | 1.5831 | -0.0113 | 0.0404 | 0.0606 | 0 |
Buy And Hold Return (%) | 193.977 | 193.977 | 193.977 | 193.977 | 193.977 | 193.977 |
Max Trade Drawdown | -128895 | -81711 | -106378 | -433230 | -208059 | -299612 |
Profit Factor | 6.8885 | 13.0757 | 0.9166 | 1.1027 | 1.4041 | 0.8044 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 8.5513 | 14.8191 | 1.244 | 1.3689 | 1.5913 | 1.0917 |
Largest Winning Trade | 3520636 | 3520636 | 57178 | 400476 | 400476 | 120376 |
Largest Losing Trade | -75819 | -40323 | -75819 | -145424 | -114589 | -145424 |
Avg Bars in Trades | 130 | 141 | 119 | 130 | 141 | 119 |
Avg Bars in Winners | 192 | 193 | 191 | 192 | 193 | 191 |
Avg Bars in Losers | 80 | 96 | 66 | 80 | 96 | 66 |
Bars Traded | 8489 | 4540 | 3949 | 8489 | 4540 | 3949 |
Profit Streak | 0 | 101.9348 | 0 | 0 | 101.9348 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116007 | 809358 | -582082 | -550671 | -132043 | -582082 |
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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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