Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952658.9402 | 812309.7994 | 140349.1408 | 7349596.959 | 2703249.1625 | 4646347.7966 |
Total P&L (%) | 952.6589 | 812.3098 | 140.3491 | 7349.597 | 2703.2492 | 4646.3478 |
Avg Daily Profit (%) | 0.508 | 0.4332 | 0.0748 | 0.2301 | 0.1779 | 0.206 |
Buy And Hold Return (%) | 277.7523 | 277.7523 | 277.7523 | 277.7523 | 277.7523 | 277.7523 |
Max Trade Drawdown | -57346 | -61821 | -93723 | -2590306 | -2456160 | -2302440 |
Profit Factor | 3.0367 | 4.6967 | 1.5659 | 1.4493 | 1.2841 | 1.6788 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 44.4444 | 54.5455 | 49.4382 | 44.4444 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.1057 | 5.8709 | 1.3049 | 1.4822 | 1.6052 | 1.399 |
Largest Winning Trade | 359000 | 359000 | 57222 | 2861800 | 2861800 | 2725501 |
Largest Losing Trade | -57346 | -27096 | -57346 | -1241953 | -1241953 | -1077324 |
Avg Bars in Trades | 122 | 109 | 135 | 122 | 109 | 135 |
Avg Bars in Winners | 179 | 161 | 193 | 179 | 161 | 193 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 10881 | 4916 | 5965 | 10881 | 4916 | 5965 |
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 | 495399 | 443896 | -256441 | 335174 | 246683 | 389027 |
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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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