Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390003.0131 | 1305943.3025 | 84059.7106 | 5472135.5726 | 4961006.4736 | 511129.099 |
Total P&L (%) | 1390.003 | 1305.9433 | 84.0597 | 5472.1356 | 4961.0065 | 511.1291 |
Avg Daily Profit (%) | 0.7651 | 0.7189 | 0.0463 | 0.2215 | 0.2162 | 0.0997 |
Buy And Hold Return (%) | 617.5641 | 617.5641 | 617.5641 | 617.5641 | 617.5641 | 617.5641 |
Max Trade Drawdown | -100140 | -64378 | -67591 | -11513707 | -7846623 | -7563733 |
Profit Factor | 3.2267 | 5.6296 | 1.2457 | 1.1747 | 1.3447 | 1.0302 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 36.6071 | 33.9286 | 39.2857 | 36.6071 | 33.9286 | 39.2857 |
Ratio Avg Win / Avg Loss | 5.5877 | 10.9628 | 1.9251 | 2.0342 | 2.6187 | 1.5921 |
Largest Winning Trade | 800184 | 800184 | 74966 | 6384166 | 6384166 | 5291536 |
Largest Losing Trade | -52641 | -23765 | -52641 | -2368049 | -2185388 | -2368049 |
Avg Bars in Trades | 95 | 89 | 102 | 95 | 89 | 102 |
Avg Bars in Winners | 180 | 168 | 191 | 180 | 168 | 191 |
Avg Bars in Losers | 46 | 48 | 44 | 46 | 48 | 44 |
Bars Traded | 10722 | 5008 | 5714 | 10722 | 5008 | 5714 |
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 | 320681 | -171978 | -480248 | -23971 | -176938 | -595690 |
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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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