Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856862.7071 | 782018.6539 | 74844.0532 | 4112482.0608 | 6734404.8241 | -2621922.7633 |
Total P&L (%) | 856.8627 | 782.0187 | 74.8441 | 4112.4821 | 6734.4048 | -2621.9228 |
Avg Daily Profit (%) | 0.3427 | 0.3128 | 0.0299 | 0.1497 | 0.1691 | 0 |
Buy And Hold Return (%) | 626.1386 | 626.1386 | 626.1386 | 626.1386 | 626.1386 | 626.1386 |
Max Trade Drawdown | -76399 | -44307 | -72064 | -3966659 | -2032717 | -3558133 |
Profit Factor | 2.6166 | 4.3239 | 1.2539 | 1.3889 | 2.6418 | 0.595 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.7027 | 54.0541 | 51.3514 | 52.7027 | 54.0541 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.3482 | 3.6753 | 1.1879 | 1.2464 | 2.2455 | 0.5636 |
Largest Winning Trade | 379519 | 379519 | 52525 | 5333446 | 5333446 | 811807 |
Largest Losing Trade | -55678 | -33349 | -55678 | -1936071 | -1114917 | -1936071 |
Avg Bars in Trades | 131 | 134 | 128 | 131 | 134 | 128 |
Avg Bars in Winners | 170 | 168 | 171 | 170 | 168 | 171 |
Avg Bars in Losers | 89 | 94 | 83 | 89 | 94 | 83 |
Bars Traded | 9753 | 4987 | 4766 | 9753 | 4987 | 4766 |
Profit Streak | 0 | 164.9227 | 0 | 0 | 164.9227 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105316 | -70526 | -318687 | -60848 | 515158 | -580597 |
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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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