Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3051885.9669 | 2960934.7389 | 90951.2281 | 3100331.7484 | 2597989.6998 | 502342.0486 |
Total P&L (%) | 3051.886 | 2960.9347 | 90.9512 | 3100.3317 | 2597.9897 | 502.342 |
Avg Daily Profit (%) | 1.3778 | 1.3368 | 0.0411 | 0.1566 | 0.1489 | 0.0811 |
Buy And Hold Return (%) | 316.8385 | 316.8385 | 316.8385 | 316.8385 | 316.8385 | 316.8385 |
Max Trade Drawdown | -60882 | -56927 | -45332 | -3026783 | -2036652 | -2127907 |
Profit Factor | 8.3985 | 14.3592 | 1.4765 | 1.246 | 1.4088 | 1.0804 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 29.0698 | 25.5814 | 32.5581 | 29.0698 | 25.5814 | 32.5581 |
Ratio Avg Win / Avg Loss | 20.4923 | 41.7723 | 3.0585 | 3.0402 | 4.0983 | 2.238 |
Largest Winning Trade | 2940413 | 2940413 | 51595 | 3253022 | 3253022 | 1789371 |
Largest Losing Trade | -22204 | -19065 | -22204 | -1264163 | -555198 | -1264163 |
Avg Bars in Trades | 49 | 54 | 43 | 49 | 54 | 43 |
Avg Bars in Winners | 125 | 153 | 102 | 125 | 153 | 102 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 4238 | 2361 | 1877 | 4238 | 2361 | 1877 |
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 | 379723 | -5041 | -308293 | -3116 | -19233 | -231617 |
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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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