Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1851432.7257 | 1703461.5484 | 147971.1773 | 14225462.4701 | 5110034.3071 | 9115428.1629 |
Total P&L (%) | 1851.4327 | 1703.4615 | 147.9712 | 14225.4625 | 5110.0343 | 9115.4282 |
Avg Daily Profit (%) | 0.8144 | 0.7493 | 0.0651 | 0.2186 | 0.174 | 0.1992 |
Buy And Hold Return (%) | 70.4809 | 70.4809 | 70.4809 | 70.4809 | 70.4809 | 70.4809 |
Max Trade Drawdown | -136971 | -43561 | -122522 | -10663656 | -7845695 | -4883685 |
Profit Factor | 5.3797 | 10.0091 | 1.6333 | 1.5049 | 1.3292 | 1.7202 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50 | 47.7273 | 52.2727 | 50 | 47.7273 | 52.2727 |
Ratio Avg Win / Avg Loss | 5.3797 | 10.9623 | 1.4913 | 1.5049 | 1.4558 | 1.5706 |
Largest Winning Trade | 1235081 | 1235081 | 63908 | 6738733 | 6738733 | 6153764 |
Largest Losing Trade | -35129 | -24711 | -35129 | -4340113 | -4340113 | -3360497 |
Avg Bars in Trades | 73 | 65 | 82 | 73 | 65 | 82 |
Avg Bars in Winners | 110 | 103 | 116 | 110 | 103 | 116 |
Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
Bars Traded | 6480 | 2871 | 3610 | 6480 | 2871 | 3610 |
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 | 773525 | 735685 | -109911 | 391636 | 261111 | 419186 |
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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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