Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993811.4887 | 883394.706 | 110416.7827 | 13351288.7431 | 15192872.4815 | -1841583.7383 |
Total P&L (%) | 993.8115 | 883.3947 | 110.4168 | 13351.2887 | 15192.8725 | -1841.5837 |
Avg Daily Profit (%) | 0.4772 | 0.4241 | 0.053 | 0.2356 | 0.2418 | 0 |
Buy And Hold Return (%) | 1089.8168 | 1089.8168 | 1089.8168 | 1089.8168 | 1089.8168 | 1089.8168 |
Max Trade Drawdown | -110888 | -74363 | -68173 | -6688279 | -4613433 | -5124776 |
Profit Factor | 2.5327 | 3.2517 | 1.4312 | 1.4028 | 1.759 | 0.8597 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 46.0993 | 46.4789 | 45.7143 | 46.0993 | 46.4789 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.9613 | 3.7444 | 1.6995 | 1.6402 | 2.0255 | 1.0209 |
Largest Winning Trade | 326157 | 326157 | 62437 | 9526100 | 9526100 | 1704731 |
Largest Losing Trade | -41193 | -41193 | -23926 | -3145778 | -3145778 | -1547628 |
Avg Bars in Trades | 175 | 186 | 163 | 175 | 186 | 163 |
Avg Bars in Winners | 242 | 253 | 231 | 242 | 253 | 231 |
Avg Bars in Losers | 117 | 128 | 105 | 117 | 128 | 105 |
Bars Traded | 24686 | 13258 | 11428 | 24686 | 13258 | 11428 |
Profit Streak | 36.1027 | 36.1027 | 44.2694 | 36.1027 | 36.1027 | 44.2694 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150695 | -237392 | -381471 | 360454 | -76054 | -674681 |
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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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