Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1909056.8139 | 1766601.8566 | 142454.9573 | 7943452.8756 | -4572330.7516 | 12515783.6272 |
Total P&L (%) | 1909.0568 | 1766.6019 | 142.455 | 7943.4529 | -4572.3308 | 12515.7836 |
Avg Daily Profit (%) | 1.0665 | 0.9869 | 0.0796 | 0.2454 | 0 | 0.2706 |
Buy And Hold Return (%) | 264.2852 | 264.2852 | 264.2852 | 264.2852 | 264.2852 | 264.2852 |
Max Trade Drawdown | -70795 | -124250 | -86542 | -8832268 | -10545802 | -4219546 |
Profit Factor | 4.0373 | 6.1726 | 1.4964 | 1.19 | 0.8295 | 1.8349 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 35 | 26.6667 | 43.3333 | 35 | 26.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.4979 | 16.9747 | 1.9568 | 2.21 | 2.2811 | 2.3995 |
Largest Winning Trade | 1401899 | 1401899 | 46504 | 4409878 | 4409878 | 3255471 |
Largest Losing Trade | -32420 | -32212 | -32420 | -2331368 | -2331368 | -1722313 |
Avg Bars in Trades | 86 | 75 | 97 | 86 | 75 | 97 |
Avg Bars in Winners | 175 | 187 | 168 | 175 | 187 | 168 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 10381 | 4509 | 5872 | 10381 | 4509 | 5872 |
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 | 538970 | -170281 | -421850 | -7508 | -769927 | -159650 |
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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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