Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2278965.225 | 2169515.6853 | 109449.5397 | 7068474.6719 | 3427984.6735 | 3640489.9984 |
Total P&L (%) | 2278.9652 | 2169.5157 | 109.4495 | 7068.4747 | 3427.9847 | 3640.49 |
Avg Daily Profit (%) | 1.2148 | 1.1565 | 0.0583 | 0.228 | 0.1901 | 0.1932 |
Buy And Hold Return (%) | 513.8794 | 513.8794 | 513.8794 | 513.8794 | 513.8794 | 513.8794 |
Max Trade Drawdown | -110310 | -131700 | -53229 | -14362245 | -16633102 | -5782775 |
Profit Factor | 5.4036 | 7.4752 | 1.5998 | 1.1449 | 1.1085 | 1.2117 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 43.3735 | 38.0952 | 48.7805 | 43.3735 | 38.0952 | 48.7805 |
Ratio Avg Win / Avg Loss | 7.0547 | 12.1471 | 1.6798 | 1.4947 | 1.8014 | 1.2723 |
Largest Winning Trade | 1593431 | 1593431 | 60871 | 16644517 | 16644517 | 3907130 |
Largest Losing Trade | -33136 | -33136 | -26422 | -5155972 | -4081902 | -5155972 |
Avg Bars in Trades | 88 | 79 | 97 | 88 | 79 | 97 |
Avg Bars in Winners | 132 | 131 | 133 | 132 | 131 | 133 |
Avg Bars in Losers | 53 | 47 | 62 | 53 | 47 | 62 |
Bars Traded | 7317 | 3340 | 3977 | 7317 | 3340 | 3977 |
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 | 573360 | 554122 | -278206 | -56707 | -96873 | 255084 |
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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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