Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248688.9395 | 1151090.0863 | 97598.8531 | 1150243.5162 | 312368.8212 | 837874.695 |
Total P&L (%) | 1248.6889 | 1151.0901 | 97.5989 | 1150.2435 | 312.3688 | 837.8747 |
Avg Daily Profit (%) | 0.6758 | 0.623 | 0.0528 | 0.1368 | 0.0767 | 0.1212 |
Buy And Hold Return (%) | 40.4732 | 40.4732 | 40.4732 | 40.4732 | 40.4732 | 40.4732 |
Max Trade Drawdown | -104105 | -92317 | -86980 | -669897 | -614739 | -463748 |
Profit Factor | 3.2788 | 4.9207 | 1.3837 | 1.2996 | 1.1424 | 1.5093 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 35.9551 | 31.1111 | 40.9091 | 35.9551 | 31.1111 | 40.9091 |
Ratio Avg Win / Avg Loss | 5.8404 | 10.8957 | 1.9987 | 2.3149 | 2.5296 | 2.1801 |
Largest Winning Trade | 1052907 | 1052907 | 62604 | 633273 | 633273 | 376983 |
Largest Losing Trade | -40101 | -25011 | -40101 | -278070 | -221299 | -278070 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 142 | 149 | 136 | 142 | 149 | 136 |
Avg Bars in Losers | 46 | 40 | 52 | 46 | 40 | 52 |
Bars Traded | 7180 | 3352 | 3827 | 7180 | 3352 | 3827 |
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 | 473330 | 435958 | -128295 | -14026 | -160608 | -31768 |
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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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