Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868509.1445 | 1715781.6334 | 152727.5111 | 10088990.8037 | 7126527.797 | 2962463.0067 |
Total P&L (%) | 1868.5091 | 1715.7816 | 152.7275 | 10088.9908 | 7126.5278 | 2962.463 |
Avg Daily Profit (%) | 1.0111 | 0.9285 | 0.0826 | 0.2505 | 0.2319 | 0.1853 |
Buy And Hold Return (%) | 62.4596 | 62.4596 | 62.4596 | 62.4596 | 62.4596 | 62.4596 |
Max Trade Drawdown | -52329 | -40675 | -72227 | -6006008 | -3490879 | -5059943 |
Profit Factor | 5.7149 | 10.1944 | 1.7284 | 1.4052 | 1.5564 | 1.2451 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 35.7143 | 33.3333 | 38.0952 | 35.7143 | 33.3333 | 38.0952 |
Ratio Avg Win / Avg Loss | 10.2868 | 20.3888 | 2.8086 | 2.5294 | 3.1127 | 2.0232 |
Largest Winning Trade | 1465781 | 1465781 | 75916 | 6952864 | 6952864 | 5859388 |
Largest Losing Trade | -36588 | -18958 | -36588 | -2817038 | -2817038 | -1570591 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 138 | 140 | 137 | 138 | 140 | 137 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 5089 | 2518 | 2571 | 5089 | 2518 | 2571 |
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 | 588145 | 553232 | -87844 | 179153 | 166813 | 150671 |
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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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