Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369333.6818 | 1219614.8529 | 149718.8289 | 4481363.7614 | -1993696.0866 | 6475059.8481 |
Total P&L (%) | 1369.3337 | 1219.6149 | 149.7188 | 4481.3638 | -1993.6961 | 6475.0598 |
Avg Daily Profit (%) | 0.7366 | 0.6561 | 0.0805 | 0.2059 | 0 | 0.2254 |
Buy And Hold Return (%) | 57.3668 | 57.3668 | 57.3668 | 57.3668 | 57.3668 | 57.3668 |
Max Trade Drawdown | -108312 | -93141 | -52916 | -8150944 | -7828331 | -4004154 |
Profit Factor | 3.4102 | 4.8625 | 1.5932 | 1.1243 | 0.9082 | 1.4517 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 45.3237 | 48.5714 | 42.029 | 45.3237 | 48.5714 | 42.029 |
Ratio Avg Win / Avg Loss | 4.1139 | 5.1485 | 2.1976 | 1.3563 | 0.9617 | 2.0023 |
Largest Winning Trade | 1032496 | 1032496 | 62836 | 4091081 | 2959986 | 4091081 |
Largest Losing Trade | -26967 | -26702 | -26967 | -2741522 | -2115681 | -2741522 |
Avg Bars in Trades | 38 | 28 | 47 | 38 | 28 | 47 |
Avg Bars in Winners | 55 | 33 | 81 | 55 | 33 | 81 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 5325 | 2017 | 3308 | 5325 | 2017 | 3308 |
Profit Streak | 44.6492 | 46.9825 | 44.6492 | 44.6492 | 46.9825 | 44.6492 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 692590 | -73688 | -189965 | -75643 | -674095 | -93693 |
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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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