Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448769.0666 | 1372986.2555 | 75782.8111 | 1176615.0303 | 1446310.3237 | -269695.2934 |
Total P&L (%) | 1448.7691 | 1372.9863 | 75.7828 | 1176.615 | 1446.3103 | -269.6953 |
Avg Daily Profit (%) | 0.7767 | 0.7361 | 0.0406 | 0.1366 | 0.1469 | 0 |
Buy And Hold Return (%) | 33.9105 | 33.9105 | 33.9105 | 33.9105 | 33.9105 | 33.9105 |
Max Trade Drawdown | -122753 | -123810 | -84505 | -1507532 | -1189580 | -1391747 |
Profit Factor | 4.1245 | 8.1226 | 1.2797 | 1.2455 | 1.8018 | 0.9098 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 45.2055 | 37.8378 | 52.7778 | 45.2055 | 37.8378 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.9994 | 13.3443 | 1.145 | 1.5097 | 2.9601 | 0.814 |
Largest Winning Trade | 1302898 | 1302898 | 64794 | 1332030 | 1332030 | 630802 |
Largest Losing Trade | -41697 | -26591 | -41697 | -569666 | -240548 | -569666 |
Avg Bars in Trades | 144 | 135 | 154 | 144 | 135 | 154 |
Avg Bars in Winners | 191 | 176 | 202 | 191 | 176 | 202 |
Avg Bars in Losers | 106 | 110 | 101 | 106 | 110 | 101 |
Bars Traded | 10581 | 5002 | 5579 | 10581 | 5002 | 5579 |
Profit Streak | 0 | 0 | 84.9147 | 0 | 0 | 84.9147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58022 | 591244 | -143084 | -87500 | 78906 | -579861 |
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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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