Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2476076.4358 | 2352423.0159 | 123653.4199 | 2308944.6573 | -1306399.3745 | 3615344.0317 |
Total P&L (%) | 2476.0764 | 2352.423 | 123.6534 | 2308.9447 | -1306.3994 | 3615.344 |
Avg Daily Profit (%) | 1.3405 | 1.2736 | 0.0669 | 0.1724 | 0 | 0.1959 |
Buy And Hold Return (%) | 42.383 | 42.383 | 42.383 | 42.383 | 42.383 | 42.383 |
Max Trade Drawdown | -110432 | -109503 | -41694 | -3944137 | -3957265 | -1644268 |
Profit Factor | 6.0329 | 7.6133 | 1.9074 | 1.1615 | 0.8776 | 1.9965 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 46.25 | 32.5 | 60 | 46.25 | 32.5 | 60 |
Ratio Avg Win / Avg Loss | 7.0112 | 15.8122 | 1.2716 | 1.3498 | 1.8227 | 1.331 |
Largest Winning Trade | 2243792 | 2243792 | 34474 | 2599872 | 2599872 | 1327830 |
Largest Losing Trade | -39461 | -39461 | -33404 | -1008900 | -1008900 | -562053 |
Avg Bars in Trades | 269 | 390 | 149 | 269 | 390 | 149 |
Avg Bars in Winners | 369 | 702 | 189 | 369 | 702 | 189 |
Avg Bars in Losers | 184 | 240 | 88 | 184 | 240 | 88 |
Bars Traded | 21599 | 15625 | 5974 | 21599 | 15625 | 5974 |
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 | -3072 | 551806 | -102895 | -60349 | -584777 | 432343 |
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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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