Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693768.9363 | 1594158.0461 | 99610.8902 | 6741280.4816 | 7046072.2624 | -304791.7808 |
Total P&L (%) | 1693.7689 | 1594.158 | 99.6109 | 6741.2805 | 7046.0723 | -304.7918 |
Avg Daily Profit (%) | 0.7149 | 0.6729 | 0.042 | 0.1785 | 0.1804 | 0 |
Buy And Hold Return (%) | 560.8727 | 560.8727 | 560.8727 | 560.8727 | 560.8727 | 560.8727 |
Max Trade Drawdown | -146921 | -153816 | -54646 | -10731663 | -7227466 | -5118797 |
Profit Factor | 4.3743 | 6.3482 | 1.4886 | 1.2294 | 1.432 | 0.9767 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 42.4658 | 37.8378 | 47.2222 | 42.4658 | 37.8378 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.9265 | 10.4293 | 1.6637 | 1.6657 | 2.3526 | 1.0916 |
Largest Winning Trade | 1243052 | 1243052 | 65775 | 11666692 | 11666692 | 4539427 |
Largest Losing Trade | -30826 | -30707 | -30826 | -3885736 | -2991658 | -3885736 |
Avg Bars in Trades | 190 | 176 | 204 | 190 | 176 | 204 |
Avg Bars in Winners | 285 | 301 | 272 | 285 | 301 | 272 |
Avg Bars in Losers | 120 | 101 | 144 | 120 | 101 | 144 |
Bars Traded | 13921 | 6542 | 7379 | 13921 | 6542 | 7379 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62526 | 454757 | -301259 | -70589 | 185308 | -580193 |
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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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