Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1883989.917 | 1828343.6138 | 55646.3032 | 2365084.7009 | 1696332.3816 | 668752.3193 |
Total P&L (%) | 1883.9899 | 1828.3436 | 55.6463 | 2365.0847 | 1696.3324 | 668.7523 |
Avg Daily Profit (%) | 1.0093 | 0.9795 | 0.0298 | 0.1718 | 0.1549 | 0.1093 |
Buy And Hold Return (%) | 421.0515 | 421.0515 | 421.0515 | 421.0515 | 421.0515 | 421.0515 |
Max Trade Drawdown | -103716 | -120842 | -81430 | -2426800 | -2757915 | -1179773 |
Profit Factor | 3.6474 | 5.4895 | 1.1828 | 1.1859 | 1.2329 | 1.1229 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 32.0755 | 22.6415 | 41.5094 | 32.0755 | 22.6415 | 41.5094 |
Ratio Avg Win / Avg Loss | 7.7239 | 18.7558 | 1.6667 | 2.5112 | 4.2123 | 1.5823 |
Largest Winning Trade | 1227430 | 1227430 | 55423 | 2962292 | 2962292 | 1221977 |
Largest Losing Trade | -25441 | -25441 | -23838 | -806027 | -670486 | -806027 |
Avg Bars in Trades | 208 | 190 | 227 | 208 | 190 | 227 |
Avg Bars in Winners | 406 | 406 | 407 | 406 | 406 | 407 |
Avg Bars in Losers | 115 | 127 | 99 | 115 | 127 | 99 |
Bars Traded | 22121 | 10087 | 12034 | 22121 | 10087 | 12034 |
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 | 419814 | -200985 | -520515 | -14787 | -214302 | -323819 |
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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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