Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397327.1787 | 1323535.3529 | 73791.8258 | 6285299.6151 | 6314180.3109 | -28880.6959 |
Total P&L (%) | 1397.3272 | 1323.5354 | 73.7918 | 6285.2996 | 6314.1803 | -28.8807 |
Avg Daily Profit (%) | 0.7662 | 0.7257 | 0.0405 | 0.2282 | 0.2284 | -0.0187 |
Buy And Hold Return (%) | 829.459 | 829.459 | 829.459 | 829.459 | 829.459 | 829.459 |
Max Trade Drawdown | -122612 | -89951 | -90062 | -4748174 | -3835671 | -2499288 |
Profit Factor | 3.0851 | 5.3504 | 1.2017 | 1.3258 | 1.6626 | 0.997 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 51.7857 | 48.8095 | 54.7619 | 51.7857 | 48.8095 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.8723 | 5.6114 | 0.9927 | 1.2344 | 1.7437 | 0.8236 |
Largest Winning Trade | 696634 | 696634 | 78733 | 4209468 | 4209468 | 2891813 |
Largest Losing Trade | -38511 | -29985 | -38511 | -2651796 | -2651796 | -913918 |
Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Winners | 83 | 91 | 77 | 83 | 91 | 77 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 10539 | 5342 | 5197 | 10539 | 5342 | 5197 |
Profit Streak | 0 | 20.0196 | 0 | 0 | 20.0196 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392075 | 387411 | -306533 | 346733 | 402942 | -580490 |
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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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