Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2710610.0641 | 2668390.4561 | 42219.6079 | 1078071.5668 | -3163758.421 | 4241829.9879 |
Total P&L (%) | 2710.6101 | 2668.3905 | 42.2196 | 1078.0716 | -3163.7584 | 4241.83 |
Avg Daily Profit (%) | 1.5065 | 1.4831 | 0.0235 | 0.1372 | 0 | 0.2098 |
Buy And Hold Return (%) | 235.8852 | 235.8852 | 235.8852 | 235.8852 | 235.8852 | 235.8852 |
Max Trade Drawdown | -139721 | -198800 | -66147 | -7919887 | -12127040 | -1410754 |
Profit Factor | 4.1651 | 6.1618 | 1.1244 | 1.0398 | 0.8201 | 1.4457 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 64 | 23 | 41 | 64 | 23 | 41 |
Losing Trades | 145 | 81 | 64 | 145 | 81 | 64 |
Profitability (%) | 30.622 | 22.1154 | 39.0476 | 30.622 | 22.1154 | 39.0476 |
Ratio Avg Win / Avg Loss | 9.4365 | 21.7002 | 1.7551 | 2.3558 | 2.8881 | 2.2567 |
Largest Winning Trade | 1676196 | 1676196 | 53807 | 4819156 | 4819156 | 3127209 |
Largest Losing Trade | -31462 | -29861 | -31462 | -1512776 | -1512776 | -652325 |
Avg Bars in Trades | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Winners | 70 | 112 | 46 | 70 | 112 | 46 |
Avg Bars in Losers | 17 | 20 | 12 | 17 | 20 | 12 |
Bars Traded | 6959 | 4276 | 2683 | 6959 | 4276 | 2683 |
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 | 522723 | -20518 | -414161 | -193303 | -620805 | 214231 |
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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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