Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710817.4076 | 1658756.2705 | 52061.1371 | 2280945.0084 | 846023.3204 | 1434921.6881 |
Total P&L (%) | 1710.8174 | 1658.7563 | 52.0611 | 2280.945 | 846.0233 | 1434.9217 |
Avg Daily Profit (%) | 0.9078 | 0.8802 | 0.0276 | 0.1684 | 0.1193 | 0.145 |
Buy And Hold Return (%) | 332.1293 | 332.1293 | 332.1293 | 332.1293 | 332.1293 | 332.1293 |
Max Trade Drawdown | -100252 | -108053 | -71719 | -5416497 | -5353717 | -2905722 |
Profit Factor | 3.0791 | 4.9416 | 1.1295 | 1.0791 | 1.0556 | 1.1053 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 39.0533 | 34.1176 | 44.0476 | 39.0533 | 34.1176 | 44.0476 |
Ratio Avg Win / Avg Loss | 4.8053 | 9.5424 | 1.4348 | 1.6841 | 2.0385 | 1.4041 |
Largest Winning Trade | 1003765 | 1003765 | 57141 | 4423137 | 4423137 | 2032185 |
Largest Losing Trade | -31164 | -26396 | -31164 | -1810827 | -879358 | -1810827 |
Avg Bars in Trades | 65 | 52 | 78 | 65 | 52 | 78 |
Avg Bars in Winners | 109 | 84 | 130 | 109 | 84 | 130 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 11022 | 4448 | 6574 | 11022 | 4448 | 6574 |
Profit Streak | 0 | 0 | 7.4012 | 0 | 0 | 7.4012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523363 | 473260 | -401327 | -128081 | -201543 | -107121 |
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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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