Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1705364.7618 | 1547781.6895 | 157583.0723 | 24233793.1538 | 17687520.5193 | 6546272.6345 |
Total P&L (%) | 1705.3648 | 1547.7817 | 157.5831 | 24233.7932 | 17687.5205 | 6546.2726 |
Avg Daily Profit (%) | 0.9374 | 0.8507 | 0.0866 | 0.3025 | 0.2852 | 0.2309 |
Buy And Hold Return (%) | 606.7155 | 606.7155 | 606.7155 | 606.7155 | 606.7155 | 606.7155 |
Max Trade Drawdown | -91803 | -63919 | -70326 | -10118710 | -5446776 | -7493265 |
Profit Factor | 3.8693 | 6.0147 | 1.5516 | 1.7501 | 2.0935 | 1.4058 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 52.8302 | 46.8354 | 58.75 | 52.8302 | 46.8354 | 58.75 |
Ratio Avg Win / Avg Loss | 3.4547 | 6.8275 | 1.0894 | 1.5626 | 2.3764 | 0.9871 |
Largest Winning Trade | 758090 | 758090 | 68193 | 9081278 | 9081278 | 8770367 |
Largest Losing Trade | -55889 | -29598 | -55889 | -5267639 | -3399085 | -5267639 |
Avg Bars in Trades | 67 | 69 | 64 | 67 | 69 | 64 |
Avg Bars in Winners | 88 | 104 | 76 | 88 | 104 | 76 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 10657 | 5471 | 5186 | 10657 | 5471 | 5186 |
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 | 654179 | -9960 | -259520 | 483532 | -15442 | -10680 |
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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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