Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2310082.3187 | 2217473.0636 | 92609.2551 | 3902237.6573 | 2426181.6325 | 1476056.0249 |
Total P&L (%) | 2310.0823 | 2217.4731 | 92.6093 | 3902.2377 | 2426.1816 | 1476.056 |
Avg Daily Profit (%) | 1.2932 | 1.2414 | 0.0518 | 0.2068 | 0.1809 | 0.1545 |
Buy And Hold Return (%) | 246.4541 | 246.4541 | 246.4541 | 246.4541 | 246.4541 | 246.4541 |
Max Trade Drawdown | -84450 | -80005 | -99156 | -3574623 | -2678159 | -3070828 |
Profit Factor | 5.6304 | 10.1992 | 1.3592 | 1.2759 | 1.34 | 1.2106 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 9.0576 | 20.3983 | 1.7774 | 2.0526 | 2.6801 | 1.5831 |
Largest Winning Trade | 1226498 | 1226498 | 66333 | 4301006 | 4301006 | 1849838 |
Largest Losing Trade | -60294 | -31589 | -60294 | -2804723 | -1207696 | -2804723 |
Avg Bars in Trades | 86 | 73 | 99 | 86 | 73 | 99 |
Avg Bars in Winners | 163 | 146 | 176 | 163 | 146 | 176 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 5173 | 2193 | 2980 | 5173 | 2193 | 2980 |
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 | -156463 | 559741 | -290543 | -169171 | 100279 | 179407 |
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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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