Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577112.7062 | 1509223.0355 | 67889.6708 | 3154093.8926 | 1187890.2048 | 1966203.6878 |
Total P&L (%) | 1577.1127 | 1509.223 | 67.8897 | 3154.0939 | 1187.8902 | 1966.2037 |
Avg Daily Profit (%) | 0.6659 | 0.6373 | 0.0287 | 0.1472 | 0.108 | 0.1279 |
Buy And Hold Return (%) | 545.1613 | 545.1613 | 545.1613 | 545.1613 | 545.1613 | 545.1613 |
Max Trade Drawdown | -72076 | -122494 | -56410 | -5724516 | -5251212 | -3465973 |
Profit Factor | 3.815 | 5.6833 | 1.2852 | 1.1522 | 1.094 | 1.243 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 31.1321 | 28.3019 | 33.9623 | 31.1321 | 28.3019 | 33.9623 |
Ratio Avg Win / Avg Loss | 8.4391 | 14.3976 | 2.4991 | 2.5488 | 2.7715 | 2.4169 |
Largest Winning Trade | 1238669 | 1238669 | 56310 | 5039947 | 5039947 | 2548840 |
Largest Losing Trade | -23149 | -23149 | -22926 | -1637896 | -1637896 | -824544 |
Avg Bars in Trades | 64 | 50 | 79 | 64 | 50 | 79 |
Avg Bars in Winners | 134 | 103 | 160 | 134 | 103 | 160 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 6859 | 2650 | 4209 | 6859 | 2650 | 4209 |
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 | 312624 | -178841 | -505827 | -56068 | -365710 | -210087 |
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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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