Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1973952.4883 | 1807113.3469 | 166839.1414 | 7700638.9804 | -175521.9761 | 7876160.9565 |
Total P&L (%) | 1973.9525 | 1807.1133 | 166.8391 | 7700.639 | -175.522 | 7876.161 |
Avg Daily Profit (%) | 1.0624 | 0.9726 | 0.0898 | 0.2348 | 0 | 0.236 |
Buy And Hold Return (%) | 69.5064 | 69.5064 | 69.5064 | 69.5064 | 69.5064 | 69.5064 |
Max Trade Drawdown | -87351 | -83099 | -49186 | -4507933 | -4050528 | -2071600 |
Profit Factor | 5.7203 | 8.8677 | 1.8851 | 1.4204 | 0.9841 | 2.0808 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 31.7308 | 25 | 38.4615 | 31.7308 | 25 | 38.4615 |
Ratio Avg Win / Avg Loss | 12.3072 | 26.6031 | 3.0162 | 3.056 | 2.9523 | 3.3293 |
Largest Winning Trade | 1620378 | 1620378 | 64759 | 3036469 | 3036469 | 2025361 |
Largest Losing Trade | -24301 | -13336 | -24301 | -1007567 | -933648 | -1007567 |
Avg Bars in Trades | 51 | 43 | 59 | 51 | 43 | 59 |
Avg Bars in Winners | 128 | 135 | 123 | 128 | 135 | 123 |
Avg Bars in Losers | 15 | 13 | 18 | 15 | 13 | 18 |
Bars Traded | 5360 | 2285 | 3075 | 5360 | 2285 | 3075 |
Profit Streak | 0 | 0 | 42.8921 | 0 | 0 | 42.8921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536000 | -188303 | -257711 | 123752 | -788148 | -171689 |
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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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