Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046387.4877 | 979581.6641 | 66805.8236 | 7965451.9393 | 6509123.2422 | 1456328.6971 |
Total P&L (%) | 1046.3875 | 979.5817 | 66.8058 | 7965.4519 | 6509.1232 | 1456.3287 |
Avg Daily Profit (%) | 0.4172 | 0.3905 | 0.0266 | 0.1752 | 0.1672 | 0.1095 |
Buy And Hold Return (%) | 1846.5649 | 1846.5649 | 1846.5649 | 1846.5649 | 1846.5649 | 1846.5649 |
Max Trade Drawdown | -77672 | -86093 | -101988 | -4041136 | -2401852 | -2621667 |
Profit Factor | 2.6637 | 4.0086 | 1.2202 | 1.5206 | 1.7746 | 1.2111 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 49.2958 | 46.4789 | 52.1127 | 49.2958 | 46.4789 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.7398 | 4.6159 | 1.1213 | 1.564 | 2.0435 | 1.1129 |
Largest Winning Trade | 500857 | 500857 | 40678 | 3627744 | 3627744 | 1817291 |
Largest Losing Trade | -52432 | -26176 | -52432 | -2481953 | -951857 | -2481953 |
Avg Bars in Trades | 68 | 90 | 47 | 68 | 90 | 47 |
Avg Bars in Winners | 99 | 131 | 70 | 99 | 131 | 70 |
Avg Bars in Losers | 38 | 53 | 21 | 38 | 53 | 21 |
Bars Traded | 9762 | 6398 | 3364 | 9762 | 6398 | 3364 |
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 | -150700 | -237371 | -409882 | 306973 | -79848 | -299040 |
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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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