Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2536941.0558 | 2376431.6651 | 160509.3907 | 14560049.2188 | 10453304.0952 | 4106745.1236 |
Total P&L (%) | 2536.9411 | 2376.4317 | 160.5094 | 14560.0492 | 10453.3041 | 4106.7451 |
Avg Daily Profit (%) | 1.1417 | 1.0695 | 0.0722 | 0.2247 | 0.2099 | 0.1684 |
Buy And Hold Return (%) | 349.4005 | 349.4005 | 349.4005 | 349.4005 | 349.4005 | 349.4005 |
Max Trade Drawdown | -128102 | -66214 | -75859 | -21435765 | -8619679 | -14380796 |
Profit Factor | 5.5583 | 10.9484 | 1.5053 | 1.242 | 1.4573 | 1.1101 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 52.809 | 53.3333 | 52.2727 | 52.809 | 53.3333 | 52.2727 |
Ratio Avg Win / Avg Loss | 4.967 | 9.5799 | 1.3744 | 1.1099 | 1.2752 | 1.0136 |
Largest Winning Trade | 2091419 | 2091419 | 53410 | 11431900 | 11431900 | 5567692 |
Largest Losing Trade | -46075 | -46075 | -43401 | -8973639 | -4938234 | -8973639 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Losers | 31 | 26 | 36 | 31 | 26 | 36 |
Bars Traded | 4340 | 2005 | 2335 | 4340 | 2005 | 2335 |
Profit Streak | 0 | 0 | 81.8285 | 0 | 0 | 81.8285 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 801672 | 802581 | -259615 | 308888 | 347968 | -90351 |
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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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