Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2404462.1526 | 2338622.8198 | 65839.3327 | 1589978.7449 | 389068.1788 | 1200910.566 |
Total P&L (%) | 2404.4622 | 2338.6228 | 65.8393 | 1589.9787 | 389.0682 | 1200.9106 |
Avg Daily Profit (%) | 1.3369 | 1.3003 | 0.0366 | 0.1573 | 0.0883 | 0.1428 |
Buy And Hold Return (%) | 364.5299 | 364.5299 | 364.5299 | 364.5299 | 364.5299 | 364.5299 |
Max Trade Drawdown | -171439 | -238663 | -44985 | -18508283 | -21235184 | -3972720 |
Profit Factor | 4.5367 | 5.6976 | 1.3617 | 1.0353 | 1.0114 | 1.1095 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 33.5766 | 26.4706 | 40.5797 | 33.5766 | 26.4706 | 40.5797 |
Ratio Avg Win / Avg Loss | 8.9748 | 15.8266 | 1.9939 | 2.0481 | 2.8095 | 1.6246 |
Largest Winning Trade | 1651819 | 1651819 | 29444 | 12657784 | 12657784 | 1679300 |
Largest Losing Trade | -28846 | -28846 | -16499 | -3475322 | -3475322 | -1427713 |
Avg Bars in Trades | 25 | 45 | 5 | 25 | 45 | 5 |
Avg Bars in Winners | 45 | 101 | 8 | 45 | 101 | 8 |
Avg Bars in Losers | 15 | 24 | 2 | 15 | 24 | 2 |
Bars Traded | 3439 | 3076 | 363 | 3439 | 3076 | 363 |
Profit Streak | 15.8157 | 0 | 65.3157 | 15.8157 | 0 | 65.3157 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563439 | -111274 | -412986 | -179956 | -559547 | -208669 |
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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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