Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999701.7732 | 859000.7826 | 140700.9906 | 13546834.5337 | 5543555.5722 | 8003278.9615 |
Total P&L (%) | 999.7018 | 859.0008 | 140.701 | 13546.8345 | 5543.5556 | 8003.279 |
Avg Daily Profit (%) | 0.3996 | 0.3433 | 0.0562 | 0.1967 | 0.1613 | 0.1758 |
Buy And Hold Return (%) | 438.4259 | 438.4259 | 438.4259 | 438.4259 | 438.4259 | 438.4259 |
Max Trade Drawdown | -79863 | -45855 | -70502 | -18608966 | -11570968 | -12608272 |
Profit Factor | 3.0808 | 4.755 | 1.5591 | 1.2931 | 1.2027 | 1.4241 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.1371 | 7.4297 | 1.8052 | 1.7365 | 1.8793 | 1.6489 |
Largest Winning Trade | 325310 | 325310 | 55891 | 7310976 | 7310976 | 4993659 |
Largest Losing Trade | -37465 | -32551 | -37465 | -5458884 | -4657539 | -5458884 |
Avg Bars in Trades | 119 | 110 | 129 | 119 | 110 | 129 |
Avg Bars in Winners | 203 | 199 | 207 | 203 | 199 | 207 |
Avg Bars in Losers | 56 | 52 | 61 | 56 | 52 | 61 |
Bars Traded | 9814 | 4517 | 5297 | 9814 | 4517 | 5297 |
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 | -1014 | 197465 | -282213 | -2460 | 146706 | 302299 |
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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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