Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1922054.5299 | 1776161.3934 | 145893.1365 | 4823285.447 | 885710.1176 | 3937575.3295 |
Total P&L (%) | 1922.0545 | 1776.1614 | 145.8931 | 4823.2854 | 885.7101 | 3937.5753 |
Avg Daily Profit (%) | 1.0313 | 0.953 | 0.0783 | 0.2093 | 0.1228 | 0.1986 |
Buy And Hold Return (%) | 84.9661 | 84.9661 | 84.9661 | 84.9661 | 84.9661 | 84.9661 |
Max Trade Drawdown | -74730 | -80753 | -38826 | -6836813 | -4380210 | -3359068 |
Profit Factor | 6.4565 | 10.6265 | 1.8697 | 1.2259 | 1.0839 | 1.3649 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 39.3443 | 35.4839 | 43.3333 | 39.3443 | 35.4839 | 43.3333 |
Ratio Avg Win / Avg Loss | 9.9538 | 19.3209 | 2.445 | 1.8899 | 1.9707 | 1.7848 |
Largest Winning Trade | 1617353 | 1617353 | 63844 | 3891207 | 3656811 | 3891207 |
Largest Losing Trade | -38826 | -24576 | -38826 | -3355698 | -1802574 | -3355698 |
Avg Bars in Trades | 114 | 97 | 131 | 114 | 97 | 131 |
Avg Bars in Winners | 211 | 188 | 230 | 211 | 188 | 230 |
Avg Bars in Losers | 51 | 48 | 55 | 51 | 48 | 55 |
Bars Traded | 6970 | 3033 | 3936 | 6970 | 3033 | 3936 |
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 | -148526 | 581109 | -96300 | -161562 | -161442 | 251184 |
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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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