Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357778.8631 | 1256867.6901 | 100911.1729 | 7697266.0359 | 6294900.1504 | 1402365.8855 |
Total P&L (%) | 1357.7789 | 1256.8677 | 100.9112 | 7697.266 | 6294.9002 | 1402.3659 |
Avg Daily Profit (%) | 0.744 | 0.6887 | 0.0553 | 0.239 | 0.2281 | 0.1486 |
Buy And Hold Return (%) | 710.7912 | 710.7912 | 710.7912 | 710.7912 | 710.7912 | 710.7912 |
Max Trade Drawdown | -59121 | -71804 | -69485 | -3195844 | -2051668 | -3417430 |
Profit Factor | 3.3929 | 6.3257 | 1.3045 | 1.435 | 1.9434 | 1.1272 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 44.2105 | 40.4255 | 47.9167 | 44.2105 | 40.4255 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.2815 | 9.322 | 1.4179 | 1.8109 | 2.864 | 1.2253 |
Largest Winning Trade | 813927 | 813927 | 74713 | 3444198 | 2935346 | 3444198 |
Largest Losing Trade | -59121 | -24474 | -59121 | -2547837 | -933936 | -2547837 |
Avg Bars in Trades | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Winners | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Losers | 31 | 33 | 27 | 31 | 33 | 27 |
Bars Traded | 5336 | 2477 | 2859 | 5336 | 2477 | 2859 |
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 | 348837 | 312006 | -285469 | 302144 | 299761 | -82635 |
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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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