Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1917960.3967 | 1747291.6758 | 170668.7209 | 7939515.8694 | -4599026.98 | 12538542.8494 |
Total P&L (%) | 1917.9604 | 1747.2917 | 170.6687 | 7939.5159 | -4599.027 | 12538.5428 |
Avg Daily Profit (%) | 1.031 | 0.9392 | 0.0917 | 0.2361 | 0 | 0.2605 |
Buy And Hold Return (%) | 78.8763 | 78.8763 | 78.8763 | 78.8763 | 78.8763 | 78.8763 |
Max Trade Drawdown | -105051 | -82151 | -51726 | -19946010 | -16586061 | -9515111 |
Profit Factor | 7.0566 | 11.0239 | 2.1988 | 1.1503 | 0.8392 | 1.5177 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 40.5797 | 34.2857 | 47.0588 | 40.5797 | 34.2857 | 47.0588 |
Ratio Avg Win / Avg Loss | 10.3328 | 21.1292 | 2.4737 | 1.6844 | 1.6084 | 1.7074 |
Largest Winning Trade | 1522909 | 1522909 | 60578 | 12429713 | 12429713 | 8476089 |
Largest Losing Trade | -33633 | -22559 | -33633 | -7664878 | -3624204 | -7664878 |
Avg Bars in Trades | 75 | 61 | 89 | 75 | 61 | 89 |
Avg Bars in Winners | 133 | 122 | 141 | 133 | 122 | 141 |
Avg Bars in Losers | 36 | 30 | 43 | 36 | 30 | 43 |
Bars Traded | 5211 | 2164 | 3047 | 5211 | 2164 | 3047 |
Profit Streak | 47.1498 | 47.1498 | 58.4832 | 47.1498 | 47.1498 | 58.4832 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87057 | 585132 | -72698 | -154668 | -583561 | 377261 |
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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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