Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463948.2827 | 1370895.1119 | 93053.1708 | 8555083.4946 | 6406939.8668 | 2148143.6278 |
Total P&L (%) | 1463.9483 | 1370.8951 | 93.0532 | 8555.0835 | 6406.9399 | 2148.1436 |
Avg Daily Profit (%) | 0.8051 | 0.754 | 0.0512 | 0.2456 | 0.2299 | 0.1713 |
Buy And Hold Return (%) | 578.3196 | 578.3196 | 578.3196 | 578.3196 | 578.3196 | 578.3196 |
Max Trade Drawdown | -122026 | -65122 | -77444 | -6507297 | -4765041 | -5226543 |
Profit Factor | 3.2797 | 5.8922 | 1.2571 | 1.3075 | 1.5209 | 1.1384 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 33.8583 | 31.746 | 35.9375 | 33.8583 | 31.746 | 35.9375 |
Ratio Avg Win / Avg Loss | 6.4068 | 12.6682 | 2.2409 | 2.5542 | 3.27 | 2.0293 |
Largest Winning Trade | 835607 | 835607 | 75847 | 5018481 | 5018481 | 2936298 |
Largest Losing Trade | -31251 | -21456 | -31251 | -2435356 | -1417625 | -2435356 |
Avg Bars in Trades | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Winners | 116 | 114 | 117 | 116 | 114 | 117 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 7115 | 3304 | 3811 | 7115 | 3304 | 3811 |
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 | 358990 | -137254 | -434342 | 134204 | -143218 | -206808 |
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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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