Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946301.346 | 901176.0337 | 45125.3123 | 1303671.7462 | 149580.49 | 1154091.2563 |
Total P&L (%) | 946.3013 | 901.176 | 45.1253 | 1303.6717 | 149.5805 | 1154.0913 |
Avg Daily Profit (%) | 0.3982 | 0.3792 | 0.019 | 0.1112 | 0.0385 | 0.1065 |
Buy And Hold Return (%) | 266.112 | 266.112 | 266.112 | 266.112 | 266.112 | 266.112 |
Max Trade Drawdown | -128147 | -138551 | -89565 | -4152316 | -4365087 | -1223931 |
Profit Factor | 2.4582 | 3.712 | 1.1425 | 1.1082 | 1.0196 | 1.2607 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.3288 | 3.5166 | 1.0824 | 1.0499 | 0.966 | 1.1943 |
Largest Winning Trade | 320695 | 320695 | 57329 | 2550174 | 2550174 | 1067326 |
Largest Losing Trade | -53642 | -45116 | -53642 | -2141605 | -2141605 | -920166 |
Avg Bars in Trades | 123 | 132 | 115 | 123 | 132 | 115 |
Avg Bars in Winners | 154 | 160 | 149 | 154 | 160 | 149 |
Avg Bars in Losers | 91 | 103 | 79 | 91 | 103 | 79 |
Bars Traded | 9162 | 4902 | 4260 | 9162 | 4902 | 4260 |
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 | -56803 | 497983 | -396861 | -215610 | -507678 | -52324 |
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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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