Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1708653.8398 | 1609443.2338 | 99210.606 | 1284937.9293 | 1049543.1975 | 235394.7318 |
Total P&L (%) | 1708.6538 | 1609.4432 | 99.2106 | 1284.9379 | 1049.5432 | 235.3947 |
Avg Daily Profit (%) | 0.9208 | 0.8673 | 0.0535 | 0.1417 | 0.1317 | 0.0652 |
Buy And Hold Return (%) | 34.6154 | 34.6154 | 34.6154 | 34.6154 | 34.6154 | 34.6154 |
Max Trade Drawdown | -137723 | -104427 | -70408 | -1880754 | -1268624 | -1120287 |
Profit Factor | 4.6294 | 7.5461 | 1.4411 | 1.223 | 1.345 | 1.0865 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 44.4444 | 41.6667 | 47.2222 | 44.4444 | 41.6667 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.7868 | 10.5645 | 1.6106 | 1.5287 | 1.8831 | 1.2143 |
Largest Winning Trade | 1542895 | 1542895 | 67729 | 2205730 | 2205730 | 827487 |
Largest Losing Trade | -43437 | -43437 | -29097 | -534338 | -523410 | -534338 |
Avg Bars in Trades | 152 | 137 | 166 | 152 | 137 | 166 |
Avg Bars in Winners | 215 | 188 | 238 | 215 | 188 | 238 |
Avg Bars in Losers | 101 | 100 | 103 | 101 | 100 | 103 |
Bars Traded | 10948 | 4938 | 6010 | 10948 | 4938 | 6010 |
Profit Streak | 45.138 | 124.4714 | 45.138 | 45.138 | 124.4714 | 45.138 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63724 | 715003 | -123221 | -87206 | -17236 | -231852 |
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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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