Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320956.0763 | 1267139.7803 | 53816.296 | 217672.7074 | -72151.2439 | 289823.9513 |
Total P&L (%) | 1320.9561 | 1267.1398 | 53.8163 | 217.6727 | -72.1512 | 289.824 |
Avg Daily Profit (%) | 0.5582 | 0.5354 | 0.0227 | 0.0489 | -0.054 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171854 | -176418 | -42949 | -4703026 | -4207893 | -759842 |
Profit Factor | 3.7137 | 4.37 | 1.4858 | 1.0315 | 0.9871 | 1.2205 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 54.7945 | 41.6667 | 67.5676 | 54.7945 | 41.6667 | 67.5676 |
Ratio Avg Win / Avg Loss | 3.0638 | 6.118 | 0.7132 | 0.851 | 1.3819 | 0.5858 |
Largest Winning Trade | 1268450 | 1268450 | 17888 | 3900295 | 3900295 | 752694 |
Largest Losing Trade | -59792 | -59792 | -22057 | -1800045 | -1800045 | -707487 |
Avg Bars in Trades | 58 | 109 | 9 | 58 | 109 | 9 |
Avg Bars in Winners | 35 | 78 | 10 | 35 | 78 | 10 |
Avg Bars in Losers | 85 | 131 | 6 | 85 | 131 | 6 |
Bars Traded | 4262 | 3924 | 338 | 4262 | 3924 | 338 |
Profit Streak | 51.8512 | 51.8512 | 372.3512 | 51.8512 | 51.8512 | 372.3512 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55884 | 575372 | -160031 | -389014 | -581366 | -114217 |
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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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