Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350003.6986 | 1252299.1213 | 97704.5773 | 7161189.7849 | 5651656.2981 | 1509533.4868 |
Total P&L (%) | 1350.0037 | 1252.2991 | 97.7046 | 7161.1898 | 5651.6563 | 1509.5335 |
Avg Daily Profit (%) | 0.7454 | 0.6915 | 0.054 | 0.2369 | 0.224 | 0.1535 |
Buy And Hold Return (%) | 465.1466 | 465.1466 | 465.1466 | 465.1466 | 465.1466 | 465.1466 |
Max Trade Drawdown | -88444 | -60002 | -57956 | -10588575 | -8042894 | -6561787 |
Profit Factor | 3.0984 | 5.2021 | 1.2829 | 1.1984 | 1.3343 | 1.0787 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 35.0746 | 31.3433 | 38.806 | 35.0746 | 31.3433 | 38.806 |
Ratio Avg Win / Avg Loss | 5.7353 | 11.395 | 2.0231 | 2.2183 | 2.9228 | 1.701 |
Largest Winning Trade | 701056 | 701056 | 74324 | 6617103 | 6617103 | 3272963 |
Largest Losing Trade | -28370 | -22979 | -28370 | -2915018 | -2042057 | -2915018 |
Avg Bars in Trades | 159 | 149 | 170 | 159 | 149 | 170 |
Avg Bars in Winners | 314 | 298 | 327 | 314 | 298 | 327 |
Avg Bars in Losers | 76 | 81 | 71 | 76 | 81 | 71 |
Bars Traded | 21436 | 10001 | 11435 | 21436 | 10001 | 11435 |
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 | 359004 | -107416 | -406870 | 61561 | -114565 | -249463 |
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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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