Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335930.3332 | 1179038.9094 | 156891.4238 | 19071309.2433 | 4589843.9227 | 14481465.3206 |
Total P&L (%) | 1335.9303 | 1179.0389 | 156.8914 | 19071.3092 | 4589.8439 | 14481.4653 |
Avg Daily Profit (%) | 0.7155 | 0.6314 | 0.084 | 0.2819 | 0.2063 | 0.2672 |
Buy And Hold Return (%) | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 |
Max Trade Drawdown | -77869 | -52392 | -55477 | -21488002 | -10952284 | -10535718 |
Profit Factor | 4.0952 | 6.193 | 1.7669 | 1.4812 | 1.2028 | 1.8519 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 34.8315 | 26.6667 | 43.1818 | 34.8315 | 26.6667 | 43.1818 |
Ratio Avg Win / Avg Loss | 7.6619 | 17.0308 | 2.3249 | 2.7713 | 3.3077 | 2.4367 |
Largest Winning Trade | 592056 | 592056 | 55282 | 14579457 | 14579457 | 14090663 |
Largest Losing Trade | -25787 | -18519 | -25787 | -3807916 | -3001951 | -3807916 |
Avg Bars in Trades | 79 | 59 | 100 | 79 | 59 | 100 |
Avg Bars in Winners | 173 | 153 | 186 | 173 | 153 | 186 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 7100 | 2665 | 4435 | 7100 | 2665 | 4435 |
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 | 330831 | -8693 | -245796 | 193625 | -13710 | 343196 |
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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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