Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1962317.5783 | 1889894.5109 | 72423.0673 | 1744021.5987 | 1109387.12 | 634634.4787 |
Total P&L (%) | 1962.3176 | 1889.8945 | 72.4231 | 1744.0216 | 1109.3871 | 634.6345 |
Avg Daily Profit (%) | 0.887 | 0.8543 | 0.0327 | 0.1318 | 0.1127 | 0.0902 |
Buy And Hold Return (%) | 256.8507 | 256.8507 | 256.8507 | 256.8507 | 256.8507 | 256.8507 |
Max Trade Drawdown | -87250 | -58439 | -89786 | -2466932 | -1511030 | -1911659 |
Profit Factor | 3.7939 | 6.1865 | 1.2143 | 1.1616 | 1.2099 | 1.1153 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 36.6667 | 38.3333 | 35 | 36.6667 | 38.3333 | 35 |
Ratio Avg Win / Avg Loss | 6.5532 | 9.9522 | 2.2551 | 2.0065 | 1.9464 | 2.0712 |
Largest Winning Trade | 1746583 | 1746583 | 58259 | 1518212 | 1441424 | 1518212 |
Largest Losing Trade | -36280 | -30044 | -36280 | -917324 | -543591 | -917324 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 97 | 89 | 105 | 97 | 89 | 105 |
Avg Bars in Losers | 28 | 24 | 31 | 28 | 24 | 31 |
Bars Traded | 6411 | 2957 | 3454 | 6411 | 2957 | 3454 |
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 | 550268 | -152253 | -489556 | -63236 | -217362 | -343792 |
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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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