Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1876837.9426 | 1755975.0997 | 120862.8429 | 7531729.8573 | 2573466.4015 | 4958263.4557 |
Total P&L (%) | 1876.8379 | 1755.9751 | 120.8628 | 7531.7299 | 2573.4664 | 4958.2635 |
Avg Daily Profit (%) | 0.8278 | 0.7745 | 0.0533 | 0.1914 | 0.145 | 0.1732 |
Buy And Hold Return (%) | 316.1765 | 316.1765 | 316.1765 | 316.1765 | 316.1765 | 316.1765 |
Max Trade Drawdown | -88039 | -81288 | -106284 | -12293018 | -12959884 | -4697480 |
Profit Factor | 4.179 | 6.3155 | 1.4648 | 1.1972 | 1.1065 | 1.3534 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 44.5378 | 36.6667 | 52.5424 | 44.5378 | 36.6667 | 52.5424 |
Ratio Avg Win / Avg Loss | 5.2041 | 10.9086 | 1.323 | 1.4909 | 1.9112 | 1.2224 |
Largest Winning Trade | 1330697 | 1330697 | 49540 | 10650932 | 10650932 | 3766674 |
Largest Losing Trade | -37186 | -28193 | -37186 | -5269292 | -5269292 | -2845894 |
Avg Bars in Trades | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Winners | 82 | 78 | 84 | 82 | 78 | 84 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 6447 | 2906 | 3541 | 6447 | 2906 | 3541 |
Profit Streak | 0 | 0 | 22.443 | 0 | 0 | 22.443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643151 | -154131 | -462221 | 92019 | -275912 | -167583 |
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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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