Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310528.2797 | 1189999.8564 | 120528.4234 | 9381896.7894 | 5982001.7256 | 3399895.0639 |
Total P&L (%) | 1310.5283 | 1189.9999 | 120.5284 | 9381.8968 | 5982.0017 | 3399.8951 |
Avg Daily Profit (%) | 0.524 | 0.4758 | 0.0482 | 0.1822 | 0.1644 | 0.1423 |
Buy And Hold Return (%) | 451.6894 | 451.6894 | 451.6894 | 451.6894 | 451.6894 | 451.6894 |
Max Trade Drawdown | -110204 | -45001 | -83042 | -23350907 | -9336320 | -18858194 |
Profit Factor | 3.7437 | 7.3443 | 1.4155 | 1.1763 | 1.2619 | 1.1119 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 44.5783 | 45.2381 | 43.9024 | 44.5783 | 45.2381 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.6544 | 8.8905 | 1.8087 | 1.4624 | 1.5275 | 1.4208 |
Largest Winning Trade | 686694 | 686694 | 62966 | 10360779 | 10360779 | 8811588 |
Largest Losing Trade | -55397 | -23807 | -55397 | -14743858 | -5841840 | -14743858 |
Avg Bars in Trades | 59 | 49 | 68 | 59 | 49 | 68 |
Avg Bars in Winners | 88 | 78 | 98 | 88 | 78 | 98 |
Avg Bars in Losers | 35 | 25 | 45 | 35 | 25 | 45 |
Bars Traded | 4899 | 2082 | 2817 | 4899 | 2082 | 2817 |
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 | 399453 | 492439 | -294762 | -22099 | 247918 | -102436 |
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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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