Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2597514.519 | 2495550.0158 | 101964.5032 | 3376955.3811 | 2650517.7221 | 726437.659 |
Total P&L (%) | 2597.5145 | 2495.55 | 101.9645 | 3376.9554 | 2650.5177 | 726.4377 |
Avg Daily Profit (%) | 1.1699 | 1.124 | 0.0459 | 0.16 | 0.1494 | 0.0952 |
Buy And Hold Return (%) | 234.1462 | 234.1462 | 234.1462 | 234.1462 | 234.1462 | 234.1462 |
Max Trade Drawdown | -156141 | -117721 | -54550 | -9875789 | -6579171 | -3899722 |
Profit Factor | 6.5515 | 9.4028 | 1.5966 | 1.1748 | 1.2229 | 1.0977 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 50.6329 | 46.1538 | 55 | 50.6329 | 46.1538 | 55 |
Ratio Avg Win / Avg Loss | 6.3878 | 10.97 | 1.3063 | 1.1454 | 1.4267 | 0.8981 |
Largest Winning Trade | 2370908 | 2370908 | 45270 | 5444760 | 5444760 | 1787649 |
Largest Losing Trade | -52329 | -52329 | -33175 | -4861171 | -4861171 | -2181645 |
Avg Bars in Trades | 77 | 126 | 29 | 77 | 126 | 29 |
Avg Bars in Winners | 94 | 168 | 33 | 94 | 168 | 33 |
Avg Bars in Losers | 59 | 90 | 23 | 59 | 90 | 23 |
Bars Traded | 6094 | 4934 | 1160 | 6094 | 4934 | 1160 |
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 | -9180 | 738012 | -294502 | -51787 | 177409 | -182254 |
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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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