Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433055.7719 | 1381194.2083 | 51861.5637 | 1629297.227 | 342132.1395 | 1287165.0876 |
Total P&L (%) | 1433.0558 | 1381.1942 | 51.8616 | 1629.2972 | 342.1321 | 1287.1651 |
Avg Daily Profit (%) | 0.757 | 0.7296 | 0.0274 | 0.1507 | 0.0785 | 0.139 |
Buy And Hold Return (%) | 200.8202 | 200.8202 | 200.8202 | 200.8202 | 200.8202 | 200.8202 |
Max Trade Drawdown | -103963 | -67448 | -69289 | -3898643 | -2879133 | -2399459 |
Profit Factor | 3.4998 | 5.9707 | 1.1756 | 1.1012 | 1.0403 | 1.1694 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 42.8571 | 40.8163 | 44.898 | 42.8571 | 40.8163 | 44.898 |
Ratio Avg Win / Avg Loss | 4.6665 | 8.6575 | 1.4427 | 1.4683 | 1.5084 | 1.4352 |
Largest Winning Trade | 1064547 | 1064547 | 61750 | 2175340 | 2175340 | 1557985 |
Largest Losing Trade | -32419 | -24523 | -32419 | -1120282 | -1120282 | -1055662 |
Avg Bars in Trades | 111 | 96 | 127 | 111 | 96 | 127 |
Avg Bars in Winners | 164 | 150 | 177 | 164 | 150 | 177 |
Avg Bars in Losers | 72 | 59 | 86 | 72 | 59 | 86 |
Bars Traded | 10974 | 4733 | 6241 | 10974 | 4733 | 6241 |
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 | 611136 | 630507 | -351346 | -104065 | -275530 | -43519 |
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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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