Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3475152.9348 | 3450747.913 | 24405.0218 | 997980.265 | 3117454.1156 | -2119473.8506 |
Total P&L (%) | 3475.1529 | 3450.7479 | 24.405 | 997.9803 | 3117.4541 | -2119.4739 |
Avg Daily Profit (%) | 1.5603 | 1.5494 | 0.011 | 0.1076 | 0.156 | 0 |
Buy And Hold Return (%) | 669.1955 | 669.1955 | 669.1955 | 669.1955 | 669.1955 | 669.1955 |
Max Trade Drawdown | -163800 | -130478 | -63236 | -9657200 | -5822739 | -5844842 |
Profit Factor | 5.989 | 11.3593 | 1.0671 | 1.0291 | 1.2119 | 0.8918 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 40.6897 | 38.3562 | 43.0556 | 40.6897 | 38.3562 | 43.0556 |
Ratio Avg Win / Avg Loss | 8.7297 | 18.2561 | 1.4114 | 1.5 | 1.9478 | 1.1794 |
Largest Winning Trade | 3433724 | 3433724 | 49849 | 5830936 | 5830936 | 3009184 |
Largest Losing Trade | -30594 | -30594 | -27718 | -2717752 | -1946533 | -2717752 |
Avg Bars in Trades | 90 | 75 | 105 | 90 | 75 | 105 |
Avg Bars in Winners | 160 | 138 | 180 | 160 | 138 | 180 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 13114 | 5545 | 7569 | 13114 | 5545 | 7569 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644564 | -55370 | -572798 | -252432 | -69804 | -661270 |
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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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