Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901819.1135 | 787447.1446 | 114371.969 | 11697276.7804 | 13988989.5168 | -2291712.7363 |
Total P&L (%) | 901.8191 | 787.4471 | 114.372 | 11697.2768 | 13988.9895 | -2291.7127 |
Avg Daily Profit (%) | 0.3607 | 0.3149 | 0.0457 | 0.191 | 0.1981 | 0 |
Buy And Hold Return (%) | 825.4401 | 825.4401 | 825.4401 | 825.4401 | 825.4401 | 825.4401 |
Max Trade Drawdown | -79345 | -45292 | -70531 | -3633134 | -1844656 | -6024770 |
Profit Factor | 3.0969 | 5.4289 | 1.4534 | 1.7382 | 3.5109 | 0.7769 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 50.6173 | 53.6585 | 47.5 | 50.6173 | 53.6585 | 47.5 |
Ratio Avg Win / Avg Loss | 3.0214 | 4.6886 | 1.6063 | 1.6958 | 3.0321 | 0.8587 |
Largest Winning Trade | 327949 | 327949 | 52037 | 8769034 | 8769034 | 2110607 |
Largest Losing Trade | -55923 | -35525 | -55923 | -3226864 | -1276478 | -3226864 |
Avg Bars in Trades | 87 | 88 | 86 | 87 | 88 | 86 |
Avg Bars in Winners | 119 | 115 | 124 | 119 | 115 | 124 |
Avg Bars in Losers | 54 | 57 | 52 | 54 | 57 | 52 |
Bars Traded | 7096 | 3626 | 3471 | 7096 | 3626 | 3471 |
Profit Streak | 71.7741 | 79.7741 | 0 | 71.7741 | 79.7741 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137301 | -147580 | -296405 | -4383 | 568520 | -581722 |
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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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