Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513352.4819 | 1428117.8556 | 85234.6263 | 3973172.8119 | 1577791.7792 | 2395381.0327 |
Total P&L (%) | 1513.3525 | 1428.1179 | 85.2346 | 3973.1728 | 1577.7918 | 2395.381 |
Avg Daily Profit (%) | 0.6681 | 0.6305 | 0.0376 | 0.1638 | 0.1246 | 0.1421 |
Buy And Hold Return (%) | 352.8662 | 352.8662 | 352.8662 | 352.8662 | 352.8662 | 352.8662 |
Max Trade Drawdown | -159328 | -55890 | -165563 | -1011334 | -1150194 | -829291 |
Profit Factor | 3.8249 | 7.1041 | 1.2825 | 1.5956 | 1.4293 | 1.7997 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 51.3761 | 50.9091 | 51.8519 | 51.3761 | 50.9091 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.6199 | 6.8504 | 1.1908 | 1.5101 | 1.3782 | 1.6711 |
Largest Winning Trade | 1003137 | 1003137 | 57551 | 1531816 | 1082863 | 1531816 |
Largest Losing Trade | -41055 | -33330 | -41055 | -690455 | -690455 | -600543 |
Avg Bars in Trades | 59 | 48 | 69 | 59 | 48 | 69 |
Avg Bars in Winners | 82 | 67 | 98 | 82 | 67 | 98 |
Avg Bars in Losers | 34 | 28 | 39 | 34 | 28 | 39 |
Bars Traded | 6435 | 2664 | 3770 | 6435 | 2664 | 3770 |
Profit Streak | 0 | 0 | 53.4745 | 0 | 0 | 53.4745 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629092 | -161872 | -486840 | 403119 | -207144 | -178014 |
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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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