Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000882.4149 | 860200.3355 | 140682.0794 | 7473345.9227 | 2152243.9434 | 5321101.9793 |
Total P&L (%) | 1000.8824 | 860.2003 | 140.6821 | 7473.3459 | 2152.2439 | 5321.102 |
Avg Daily Profit (%) | 0.5317 | 0.4569 | 0.0747 | 0.2301 | 0.1656 | 0.2123 |
Buy And Hold Return (%) | 292.9082 | 292.9082 | 292.9082 | 292.9082 | 292.9082 | 292.9082 |
Max Trade Drawdown | -67626 | -84147 | -64811 | -3936430 | -3204488 | -1417648 |
Profit Factor | 3.3992 | 4.5683 | 1.7989 | 1.6683 | 1.2789 | 2.5349 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 43.2836 | 35.2941 | 51.5152 | 43.2836 | 35.2941 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.4542 | 8.3753 | 1.693 | 2.1861 | 2.3447 | 2.3857 |
Largest Winning Trade | 362801 | 362801 | 56356 | 2775150 | 2775150 | 2147658 |
Largest Losing Trade | -30997 | -30964 | -30997 | -1195116 | -1195116 | -638459 |
Avg Bars in Trades | 162 | 139 | 186 | 162 | 139 | 186 |
Avg Bars in Winners | 281 | 269 | 290 | 281 | 269 | 290 |
Avg Bars in Losers | 72 | 69 | 76 | 72 | 69 | 76 |
Bars Traded | 10913 | 4757 | 6156 | 10913 | 4757 | 6156 |
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 | -109256 | 317115 | -255357 | -112434 | 110652 | 473297 |
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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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