Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2352993.678 | 2339226.0883 | 13767.5897 | 875377.9813 | 377299.8424 | 498078.1389 |
Total P&L (%) | 2352.9937 | 2339.2261 | 13.7676 | 875.378 | 377.2998 | 498.0781 |
Avg Daily Profit (%) | 1.0433 | 1.0372 | 0.0061 | 0.101 | 0.0693 | 0.0793 |
Buy And Hold Return (%) | 114.8773 | 114.8773 | 114.8773 | 114.8773 | 114.8773 | 114.8773 |
Max Trade Drawdown | -138178 | -127031 | -39714 | -9688452 | -10385572 | -1060576 |
Profit Factor | 4.4956 | 5.2225 | 1.1156 | 1.0328 | 1.0161 | 1.15 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 51.2 | 45.1613 | 57.1429 | 51.2 | 45.1613 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.2849 | 6.3416 | 0.8367 | 0.9844 | 1.2339 | 0.8625 |
Largest Winning Trade | 1796047 | 1796047 | 10642 | 10039799 | 10039799 | 622963 |
Largest Losing Trade | -55154 | -55154 | -11131 | -5301378 | -5301378 | -442397 |
Avg Bars in Trades | 64 | 123 | 6 | 64 | 123 | 6 |
Avg Bars in Winners | 57 | 122 | 6 | 57 | 122 | 6 |
Avg Bars in Losers | 72 | 124 | 7 | 72 | 124 | 7 |
Bars Traded | 8087 | 7656 | 431 | 8087 | 7656 | 431 |
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 | 766415 | -134732 | -591005 | -243318 | -462071 | -291639 |
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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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