Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1718889.1556 | 1611485.1596 | 107403.996 | 6516851.6549 | 3033689.1909 | 3483162.4641 |
Total P&L (%) | 1718.8892 | 1611.4852 | 107.404 | 6516.8517 | 3033.6892 | 3483.1625 |
Avg Daily Profit (%) | 0.7595 | 0.712 | 0.0475 | 0.1854 | 0.1523 | 0.1583 |
Buy And Hold Return (%) | 363.4066 | 363.4066 | 363.4066 | 363.4066 | 363.4066 | 363.4066 |
Max Trade Drawdown | -65237 | -42503 | -72156 | -1879831 | -1191258 | -1950578 |
Profit Factor | 4.7402 | 7.7952 | 1.4829 | 1.6009 | 1.5508 | 1.6526 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 37.6238 | 35.2941 | 40 | 37.6238 | 35.2941 | 40 |
Ratio Avg Win / Avg Loss | 7.8587 | 14.2913 | 2.2243 | 2.6542 | 2.8432 | 2.4789 |
Largest Winning Trade | 1215938 | 1215938 | 53859 | 2230898 | 2230898 | 1856171 |
Largest Losing Trade | -29680 | -29680 | -26998 | -1366836 | -638223 | -1366836 |
Avg Bars in Trades | 84 | 80 | 89 | 84 | 80 | 89 |
Avg Bars in Winners | 166 | 171 | 161 | 166 | 171 | 161 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 8575 | 4109 | 4466 | 8575 | 4109 | 4466 |
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 | 515035 | -166668 | -476941 | 230362 | -175416 | -173133 |
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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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