Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1871709.249 | 1732749.7817 | 138959.4673 | 12778184.22 | 3355520.1408 | 9422664.0792 |
Total P&L (%) | 1871.7092 | 1732.7498 | 138.9595 | 12778.1842 | 3355.5201 | 9422.6641 |
Avg Daily Profit (%) | 0.8265 | 0.7652 | 0.0614 | 0.2148 | 0.1566 | 0.2014 |
Buy And Hold Return (%) | 366.9475 | 366.9475 | 366.9475 | 366.9475 | 366.9475 | 366.9475 |
Max Trade Drawdown | -143017 | -58878 | -104246 | -6608272 | -6094979 | -2917099 |
Profit Factor | 4.3238 | 7.3827 | 1.4764 | 1.4225 | 1.2033 | 1.686 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 48.6486 | 42.8571 | 54.5455 | 48.6486 | 42.8571 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.564 | 9.8436 | 1.2304 | 1.5015 | 1.6044 | 1.405 |
Largest Winning Trade | 1259256 | 1259256 | 58551 | 5245398 | 4274826 | 5245398 |
Largest Losing Trade | -35702 | -24419 | -35702 | -2878586 | -2878586 | -2520131 |
Avg Bars in Trades | 77 | 54 | 100 | 77 | 54 | 100 |
Avg Bars in Winners | 122 | 86 | 151 | 122 | 86 | 151 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 8563 | 3044 | 5519 | 8563 | 3044 | 5519 |
Profit Streak | 0 | 0 | 53.6193 | 0 | 0 | 53.6193 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 683688 | -163016 | -454084 | 355572 | -174562 | -168348 |
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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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