Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1872223.2813 | 1807250.0522 | 64973.2291 | 658725.9768 | 218444.5671 | 440281.4097 |
Total P&L (%) | 1872.2233 | 1807.2501 | 64.9732 | 658.726 | 218.4446 | 440.2814 |
Avg Daily Profit (%) | 1.0055 | 0.9706 | 0.0349 | 0.1089 | 0.0622 | 0.0906 |
Buy And Hold Return (%) | 34.4721 | 34.4721 | 34.4721 | 34.4721 | 34.4721 | 34.4721 |
Max Trade Drawdown | -112314 | -85817 | -55767 | -1104084 | -1024179 | -488323 |
Profit Factor | 4.1701 | 6.5224 | 1.2467 | 1.1364 | 1.0782 | 1.2163 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 40.8 | 33.3333 | 48.3871 | 40.8 | 33.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.0508 | 13.0448 | 1.3299 | 1.6489 | 2.1563 | 1.2974 |
Largest Winning Trade | 1770321 | 1770321 | 67561 | 1168441 | 1168441 | 544047 |
Largest Losing Trade | -49708 | -49708 | -31622 | -447051 | -447051 | -273824 |
Avg Bars in Trades | 86 | 80 | 91 | 86 | 80 | 91 |
Avg Bars in Winners | 126 | 136 | 119 | 126 | 136 | 119 |
Avg Bars in Losers | 58 | 52 | 65 | 58 | 52 | 65 |
Bars Traded | 10761 | 5075 | 5686 | 10761 | 5075 | 5686 |
Profit Streak | 0 | 0 | 50.4462 | 0 | 0 | 50.4462 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622240 | -131597 | -308422 | -119852 | -397157 | -226626 |
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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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