Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535810.6006 | 1424238.952 | 111571.6486 | 5482018.5711 | -1908338.6484 | 7390357.2195 |
Total P&L (%) | 1535.8106 | 1424.239 | 111.5716 | 5482.0186 | -1908.3386 | 7390.3572 |
Avg Daily Profit (%) | 0.8517 | 0.7898 | 0.0619 | 0.2233 | 0 | 0.2396 |
Buy And Hold Return (%) | 283.2956 | 283.2956 | 283.2956 | 283.2956 | 283.2956 | 283.2956 |
Max Trade Drawdown | -60532 | -88826 | -110429 | -5044339 | -5288253 | -2495480 |
Profit Factor | 3.8504 | 6.3128 | 1.4121 | 1.236 | 0.8641 | 1.8048 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 37.234 | 29.7872 | 44.6809 | 37.234 | 29.7872 | 44.6809 |
Ratio Avg Win / Avg Loss | 6.4907 | 14.8802 | 1.7483 | 2.0836 | 2.0368 | 2.2345 |
Largest Winning Trade | 1156097 | 1156097 | 68371 | 2668321 | 2346752 | 2668321 |
Largest Losing Trade | -40857 | -23400 | -40857 | -2051100 | -995366 | -2051100 |
Avg Bars in Trades | 110 | 88 | 132 | 110 | 88 | 132 |
Avg Bars in Winners | 216 | 196 | 230 | 216 | 196 | 230 |
Avg Bars in Losers | 47 | 42 | 53 | 47 | 42 | 53 |
Bars Traded | 10379 | 4153 | 6226 | 10379 | 4153 | 6226 |
Profit Streak | 39.2853 | 40.9519 | 0 | 39.2853 | 40.9519 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537953 | 439437 | -276198 | 175454 | -586085 | 353251 |
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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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