Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548961.8099 | 1466825.9401 | 82135.8698 | 1210385.711 | -239494.2254 | 1449879.9364 |
Total P&L (%) | 1548.9618 | 1466.8259 | 82.1359 | 1210.3857 | -239.4942 | 1449.8799 |
Avg Daily Profit (%) | 0.8337 | 0.7895 | 0.0442 | 0.1386 | 0 | 0.1476 |
Buy And Hold Return (%) | 49.0088 | 49.0088 | 49.0088 | 49.0088 | 49.0088 | 49.0088 |
Max Trade Drawdown | -121468 | -102089 | -52520 | -3888070 | -3129194 | -1409078 |
Profit Factor | 4.0214 | 6.918 | 1.3102 | 1.091 | 0.9645 | 1.2209 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 41.4414 | 35.7143 | 47.2727 | 41.4414 | 35.7143 | 47.2727 |
Ratio Avg Win / Avg Loss | 5.6824 | 12.4524 | 1.4614 | 1.5416 | 1.7361 | 1.3618 |
Largest Winning Trade | 1387689 | 1387689 | 66310 | 1993990 | 1993990 | 1777299 |
Largest Losing Trade | -27691 | -21908 | -27691 | -786290 | -661333 | -786290 |
Avg Bars in Trades | 48 | 36 | 61 | 48 | 36 | 61 |
Avg Bars in Winners | 78 | 62 | 90 | 78 | 62 | 90 |
Avg Bars in Losers | 27 | 21 | 34 | 27 | 21 | 34 |
Bars Traded | 5371 | 2016 | 3355 | 5371 | 2016 | 3355 |
Profit Streak | 0 | 0 | 40.9351 | 0 | 0 | 40.9351 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 620609 | -164284 | -322895 | -130015 | -763888 | -176091 |
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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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