Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2029620.2577 | 2006907.7889 | 22712.4687 | 293244.3703 | 991100.1183 | -697855.748 |
Total P&L (%) | 2029.6203 | 2006.9078 | 22.7125 | 293.2444 | 991.1001 | -697.8557 |
Avg Daily Profit (%) | 0.8951 | 0.8851 | 0.01 | 0.0604 | 0.1054 | 0 |
Buy And Hold Return (%) | 275.3351 | 275.3351 | 275.3351 | 275.3351 | 275.3351 | 275.3351 |
Max Trade Drawdown | -120289 | -99191 | -98036 | -1357599 | -1168423 | -1058365 |
Profit Factor | 3.8792 | 6.6975 | 1.0644 | 1.0493 | 1.3328 | 0.7646 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 42.3529 | 41.8605 | 42.8571 | 42.3529 | 41.8605 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.28 | 9.302 | 1.4192 | 1.4283 | 1.8511 | 1.0195 |
Largest Winning Trade | 1617460 | 1617460 | 49883 | 1535395 | 1535395 | 546352 |
Largest Losing Trade | -87604 | -32684 | -87604 | -810742 | -397924 | -810742 |
Avg Bars in Trades | 153 | 144 | 162 | 153 | 144 | 162 |
Avg Bars in Winners | 241 | 242 | 240 | 241 | 242 | 240 |
Avg Bars in Losers | 88 | 73 | 103 | 88 | 73 | 103 |
Bars Traded | 13021 | 6201 | 6820 | 13021 | 6201 | 6820 |
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 | 629092 | 671530 | -497652 | -426807 | -56089 | -581845 |
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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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