Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1931999.1827 | 1779857.1273 | 152142.0553 | 13760430.0811 | 5036910.0965 | 8723519.9846 |
Total P&L (%) | 1931.9992 | 1779.8571 | 152.1421 | 13760.4301 | 5036.9101 | 8723.52 |
Avg Daily Profit (%) | 0.8567 | 0.7892 | 0.0675 | 0.2189 | 0.1748 | 0.1988 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -127659 | -51668 | -107763 | -2975410 | -1871277 | -3668237 |
Profit Factor | 5.4712 | 9.8243 | 1.6603 | 1.8543 | 1.6683 | 2.018 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50 | 43.1818 | 56.8182 | 50 | 43.1818 | 56.8182 |
Ratio Avg Win / Avg Loss | 5.4712 | 12.9267 | 1.2619 | 1.8543 | 2.1951 | 1.5337 |
Largest Winning Trade | 1346856 | 1346856 | 57245 | 4524833 | 3714076 | 4524833 |
Largest Losing Trade | -37225 | -29585 | -37225 | -2405378 | -1485872 | -2405378 |
Avg Bars in Trades | 98 | 84 | 112 | 98 | 84 | 112 |
Avg Bars in Winners | 152 | 145 | 158 | 152 | 145 | 158 |
Avg Bars in Losers | 45 | 39 | 52 | 45 | 39 | 52 |
Bars Traded | 8702 | 3737 | 4965 | 8702 | 3737 | 4965 |
Profit Streak | 0 | 0 | 317.6126 | 0 | 0 | 317.6126 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 743204 | 639715 | -264314 | 430325 | 302020 | 509426 |
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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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