Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672280.3563 | 1581363.082 | 90917.2743 | 4219302.5808 | 1581851.4554 | 2637451.1255 |
Total P&L (%) | 1672.2804 | 1581.3631 | 90.9173 | 4219.3026 | 1581.8515 | 2637.4511 |
Avg Daily Profit (%) | 0.9366 | 0.8857 | 0.0509 | 0.2111 | 0.1582 | 0.1855 |
Buy And Hold Return (%) | 278.0132 | 278.0132 | 278.0132 | 278.0132 | 278.0132 | 278.0132 |
Max Trade Drawdown | -80986 | -121946 | -41497 | -9966695 | -11026195 | -5813029 |
Profit Factor | 4.5247 | 7.8554 | 1.373 | 1.1148 | 1.0869 | 1.1422 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 37.8378 | 32.4324 | 43.2432 | 37.8378 | 32.4324 | 43.2432 |
Ratio Avg Win / Avg Loss | 7.4334 | 16.3654 | 1.802 | 1.8314 | 2.2643 | 1.4991 |
Largest Winning Trade | 979059 | 979059 | 59583 | 8244063 | 8244063 | 5094849 |
Largest Losing Trade | -40135 | -31940 | -40135 | -5733742 | -2731663 | -5733742 |
Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Winners | 85 | 73 | 94 | 85 | 73 | 94 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 3417 | 1496 | 1922 | 3417 | 1496 | 1922 |
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 | -53433 | 506434 | -291672 | -158531 | -123869 | -58852 |
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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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