Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1444871.2298 | 1301182.102 | 143689.1278 | 17222746.7032 | 6015133.6399 | 11207613.0633 |
Total P&L (%) | 1444.8712 | 1301.1821 | 143.6891 | 17222.7467 | 6015.1336 | 11207.6131 |
Avg Daily Profit (%) | 0.7827 | 0.7049 | 0.0778 | 0.2796 | 0.2231 | 0.2565 |
Buy And Hold Return (%) | 240.8186 | 240.8186 | 240.8186 | 240.8186 | 240.8186 | 240.8186 |
Max Trade Drawdown | -57004 | -41808 | -51670 | -9203027 | -7311882 | -6801769 |
Profit Factor | 4.0883 | 8.1328 | 1.5034 | 1.6555 | 1.3919 | 2.0255 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 43.662 | 45.7143 | 41.6667 | 43.662 | 45.7143 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.2752 | 9.6578 | 2.1048 | 2.1361 | 1.6529 | 2.8357 |
Largest Winning Trade | 864723 | 864723 | 78022 | 7487619 | 5898131 | 7487619 |
Largest Losing Trade | -38956 | -28659 | -38956 | -3871771 | -3871771 | -2911839 |
Avg Bars in Trades | 306 | 303 | 309 | 306 | 303 | 309 |
Avg Bars in Winners | 514 | 495 | 534 | 514 | 495 | 534 |
Avg Bars in Losers | 145 | 142 | 148 | 145 | 142 | 148 |
Bars Traded | 21765 | 10630 | 11135 | 21765 | 10630 | 11135 |
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 | -74264 | 653057 | -255600 | -81888 | 299358 | 328567 |
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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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