Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2086341.4018 | 2004017.0563 | 82324.3454 | 3732283.3538 | 2243859.0851 | 1488424.2687 |
Total P&L (%) | 2086.3414 | 2004.0171 | 82.3243 | 3732.2834 | 2243.8591 | 1488.4243 |
Avg Daily Profit (%) | 1.1096 | 1.0658 | 0.0438 | 0.1941 | 0.1679 | 0.1472 |
Buy And Hold Return (%) | 617.0854 | 617.0854 | 617.0854 | 617.0854 | 617.0854 | 617.0854 |
Max Trade Drawdown | -99418 | -113935 | -80657 | -6133075 | -7809082 | -4239368 |
Profit Factor | 4.1178 | 6.4835 | 1.2711 | 1.1241 | 1.1336 | 1.1121 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 40.1575 | 29.6875 | 50.7937 | 40.1575 | 29.6875 | 50.7937 |
Ratio Avg Win / Avg Loss | 6.1363 | 15.3557 | 1.2313 | 1.6751 | 2.6848 | 1.0773 |
Largest Winning Trade | 1406307 | 1406307 | 54962 | 7793723 | 7793723 | 1857334 |
Largest Losing Trade | -31382 | -31382 | -24846 | -2176822 | -2176822 | -2156639 |
Avg Bars in Trades | 86 | 74 | 97 | 86 | 74 | 97 |
Avg Bars in Winners | 133 | 136 | 131 | 133 | 136 | 131 |
Avg Bars in Losers | 54 | 48 | 62 | 54 | 48 | 62 |
Bars Traded | 10950 | 4788 | 6162 | 10950 | 4788 | 6162 |
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 | 515494 | -129579 | -446878 | -79077 | -215887 | -244139 |
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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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