Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963669.4705 | 1741675.2049 | 221994.2656 | 27945670.9695 | -1455258.364 | 29400929.3335 |
Total P&L (%) | 1963.6695 | 1741.6752 | 221.9943 | 27945.671 | -1455.2584 | 29400.9293 |
Avg Daily Profit (%) | 1.0601 | 0.9403 | 0.1198 | 0.3048 | 0 | 0.3075 |
Buy And Hold Return (%) | 70.4838 | 70.4838 | 70.4838 | 70.4838 | 70.4838 | 70.4838 |
Max Trade Drawdown | -76166 | -50738 | -30348 | -35287118 | -22069390 | -15275553 |
Profit Factor | 6.4388 | 9.5928 | 2.4018 | 1.3711 | 0.9689 | 2.0303 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 37.3494 | 33.3333 | 41.4634 | 37.3494 | 33.3333 | 41.4634 |
Ratio Avg Win / Avg Loss | 10.8005 | 19.1857 | 3.3908 | 2.2999 | 1.9378 | 2.8663 |
Largest Winning Trade | 1476440 | 1476440 | 61269 | 23564344 | 18114513 | 23564344 |
Largest Losing Trade | -18746 | -17526 | -18746 | -10413195 | -7784752 | -10413195 |
Avg Bars in Trades | 63 | 49 | 77 | 63 | 49 | 77 |
Avg Bars in Winners | 126 | 99 | 147 | 126 | 99 | 147 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 5264 | 2094 | 3170 | 5264 | 2094 | 3170 |
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 | 566020 | 553601 | -34698 | 157154 | -584438 | 343122 |
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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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