Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7419025.8341 | 7508353.1343 | -89327.3002 | 34428.9514 | 2165582.5872 | -2131153.6358 |
Total P&L (%) | 7419.0258 | 7508.3531 | -89.3273 | 34.429 | 2165.5826 | -2131.1536 |
Avg Daily Profit (%) | 3.1245 | 3.1621 | -0.0376 | 0.0125 | 0.1315 | 0 |
Buy And Hold Return (%) | 524.9462 | 524.9462 | 524.9462 | 524.9462 | 524.9462 | 524.9462 |
Max Trade Drawdown | -230748 | -174301 | -91718 | -4671439 | -2554883 | -2164254 |
Profit Factor | 11.2367 | 16.5067 | 0.6287 | 1.0048 | 1.5254 | 0.2955 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 44.6602 | 43.1373 | 46.1538 | 44.6602 | 43.1373 | 46.1538 |
Ratio Avg Win / Avg Loss | 13.9237 | 21.7588 | 0.7334 | 1.2451 | 2.0108 | 0.3448 |
Largest Winning Trade | 7631494 | 7631494 | 36884 | 4743709 | 4743709 | 330070 |
Largest Losing Trade | -40237 | -40237 | -36793 | -1768259 | -824167 | -1768259 |
Avg Bars in Trades | 40 | 73 | 8 | 40 | 73 | 8 |
Avg Bars in Winners | 44 | 82 | 8 | 44 | 82 | 8 |
Avg Bars in Losers | 38 | 65 | 9 | 38 | 65 | 9 |
Bars Traded | 4204 | 3737 | 466 | 4204 | 3737 | 466 |
Profit Streak | 0 | 109.0863 | 0 | 0 | 109.0863 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 788742 | -158417 | -762051 | -559000 | -198756 | -762051 |
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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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