Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483916.0976 | 1364907.8134 | 119008.2842 | 12810356.3528 | 12463231.5835 | 347124.7694 |
Total P&L (%) | 1483.9161 | 1364.9078 | 119.0083 | 12810.3564 | 12463.2316 | 347.1248 |
Avg Daily Profit (%) | 0.8141 | 0.7489 | 0.0653 | 0.267 | 0.2655 | 0.0822 |
Buy And Hold Return (%) | 668.0146 | 668.0146 | 668.0146 | 668.0146 | 668.0146 | 668.0146 |
Max Trade Drawdown | -98255 | -59972 | -51759 | -9587983 | -5459062 | -4943693 |
Profit Factor | 3.2528 | 5.2769 | 1.3505 | 1.2795 | 1.5517 | 1.0149 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 33.1492 | 30 | 36.2637 | 33.1492 | 30 | 36.2637 |
Ratio Avg Win / Avg Loss | 6.5598 | 12.3127 | 2.3736 | 2.5803 | 3.6205 | 1.7838 |
Largest Winning Trade | 806737 | 806737 | 76396 | 13420573 | 13420573 | 5163119 |
Largest Losing Trade | -18522 | -13938 | -18522 | -2339015 | -1746759 | -2339015 |
Avg Bars in Trades | 59 | 53 | 65 | 59 | 53 | 65 |
Avg Bars in Winners | 133 | 123 | 142 | 133 | 123 | 142 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 10703 | 4772 | 5931 | 10703 | 4772 | 5931 |
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 | 301605 | 217246 | -275676 | 146705 | 116613 | -457619 |
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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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