Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2071168.0302 | 2054245.6809 | 16922.3493 | 1024745.355 | 1330828.8227 | -306083.4677 |
Total P&L (%) | 2071.168 | 2054.2457 | 16.9223 | 1024.7454 | 1330.8288 | -306.0835 |
Avg Daily Profit (%) | 0.9135 | 0.906 | 0.0075 | 0.1068 | 0.1174 | 0 |
Buy And Hold Return (%) | 377.6368 | 377.6368 | 377.6368 | 377.6368 | 377.6368 | 377.6368 |
Max Trade Drawdown | -125433 | -73954 | -134065 | -2642725 | -1768939 | -2067818 |
Profit Factor | 3.62 | 6.7448 | 1.0391 | 1.0894 | 1.2531 | 0.9506 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 46.8254 | 42.8571 | 50.7937 | 46.8254 | 42.8571 | 50.7937 |
Ratio Avg Win / Avg Loss | 4.1108 | 8.993 | 1.0066 | 1.2372 | 1.6708 | 0.9209 |
Largest Winning Trade | 1711837 | 1711837 | 56051 | 1540914 | 1540914 | 882760 |
Largest Losing Trade | -51163 | -42056 | -51163 | -847294 | -847294 | -843551 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Losers | 31 | 29 | 35 | 31 | 29 | 35 |
Bars Traded | 6570 | 3026 | 3544 | 6570 | 3026 | 3544 |
Profit Streak | 0 | 0 | 60.7334 | 0 | 0 | 60.7334 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652919 | -128989 | -672182 | -176396 | -187297 | -726795 |
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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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