Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821727.4635 | 565440.4506 | 256287.0129 | 15108836.4211 | 238756.7331 | 14870079.688 |
Total P&L (%) | 821.7275 | 565.4405 | 256.287 | 15108.8364 | 238.7567 | 14870.0797 |
Avg Daily Profit (%) | 0.4405 | 0.3031 | 0.1374 | 0.2697 | 0.0654 | 0.2689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73631 | -127737 | -26250 | -3518133 | -5026923 | -1385703 |
Profit Factor | 3.3205 | 3.3972 | 3.1673 | 1.8337 | 1.0176 | 4.2682 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.1081 | 56.7568 | 59.4595 | 58.1081 | 56.7568 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.3938 | 2.5884 | 2.1595 | 1.322 | 0.7753 | 2.9101 |
Largest Winning Trade | 221753 | 221753 | 47823 | 4545443 | 2058349 | 4545443 |
Largest Losing Trade | -35523 | -35523 | -25469 | -2417225 | -2417225 | -1385703 |
Avg Bars in Trades | 71 | 52 | 91 | 71 | 52 | 91 |
Avg Bars in Winners | 73 | 46 | 98 | 73 | 46 | 98 |
Avg Bars in Losers | 69 | 60 | 80 | 69 | 60 | 80 |
Bars Traded | 5305 | 1938 | 3367 | 5305 | 1938 | 3367 |
Profit Streak | 61.7457 | 0 | 84.7457 | 61.7457 | 0 | 84.7457 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50447 | 586700 | -1770 | -55887 | -307528 | 636282 |
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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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