Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2070421.5601 | 1961523.3259 | 108898.2342 | 4209677.3827 | 1267153.2673 | 2942524.1154 |
Total P&L (%) | 2070.4216 | 1961.5233 | 108.8982 | 4209.6774 | 1267.1533 | 2942.5241 |
Avg Daily Profit (%) | 0.9127 | 0.8647 | 0.048 | 0.166 | 0.1154 | 0.1507 |
Buy And Hold Return (%) | 350.9223 | 350.9223 | 350.9223 | 350.9223 | 350.9223 | 350.9223 |
Max Trade Drawdown | -129655 | -75486 | -89914 | -2585816 | -3578703 | -1301176 |
Profit Factor | 3.9229 | 5.8259 | 1.3607 | 1.2783 | 1.1342 | 1.5175 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.7273 | 46.9697 | 48.4848 | 47.7273 | 46.9697 | 48.4848 |
Ratio Avg Win / Avg Loss | 4.2965 | 6.5776 | 1.4458 | 1.4 | 1.2806 | 1.6124 |
Largest Winning Trade | 1518047 | 1518047 | 49870 | 3071592 | 3071592 | 1386228 |
Largest Losing Trade | -80980 | -41055 | -80980 | -1232361 | -1232361 | -948814 |
Avg Bars in Trades | 61 | 68 | 54 | 61 | 68 | 54 |
Avg Bars in Winners | 92 | 104 | 81 | 92 | 104 | 81 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 8127 | 4499 | 3628 | 8127 | 4499 | 3628 |
Profit Streak | 8.022 | 10.522 | 0 | 8.022 | 10.522 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 708337 | -104302 | -418891 | 282208 | -239040 | -114629 |
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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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