Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401743.6515 | 1317323.8215 | 84419.8299 | 5605310.4028 | 4915742.8997 | 689567.5031 |
Total P&L (%) | 1401.7437 | 1317.3238 | 84.4198 | 5605.3104 | 4915.7429 | 689.5675 |
Avg Daily Profit (%) | 0.7664 | 0.7202 | 0.0462 | 0.2213 | 0.2143 | 0.113 |
Buy And Hold Return (%) | 665.7107 | 665.7107 | 665.7107 | 665.7107 | 665.7107 | 665.7107 |
Max Trade Drawdown | -84375 | -60528 | -73386 | -3885413 | -2430470 | -2043643 |
Profit Factor | 3.3417 | 6.412 | 1.2377 | 1.3207 | 1.687 | 1.0668 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 42.5743 | 36 | 49.0196 | 42.5743 | 36 | 49.0196 |
Ratio Avg Win / Avg Loss | 4.5074 | 11.3991 | 1.2872 | 1.7814 | 2.9992 | 1.1095 |
Largest Winning Trade | 799754 | 799754 | 75378 | 3993224 | 3993224 | 1700055 |
Largest Losing Trade | -56194 | -22532 | -56194 | -1386608 | -847482 | -1386608 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 3580 | 1638 | 1942 | 3580 | 1638 | 1942 |
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 | 376729 | -171517 | -477776 | 249214 | -174143 | -523795 |
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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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