Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707547.5142 | 1648242.6782 | 59304.836 | 3906941.6397 | 5571046.4848 | -1664104.8452 |
Total P&L (%) | 1707.5475 | 1648.2427 | 59.3048 | 3906.9416 | 5571.0465 | -1664.1048 |
Avg Daily Profit (%) | 0.9413 | 0.9086 | 0.0327 | 0.2037 | 0.2228 | 0 |
Buy And Hold Return (%) | 669.14 | 669.14 | 669.14 | 669.14 | 669.14 | 669.14 |
Max Trade Drawdown | -121837 | -66521 | -76991 | -4104876 | -2836131 | -2824470 |
Profit Factor | 3.2518 | 5.2013 | 1.162 | 1.1794 | 1.5269 | 0.8514 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 38.3562 | 34.2466 | 42.4658 | 38.3562 | 34.2466 | 42.4658 |
Ratio Avg Win / Avg Loss | 5.2261 | 9.9865 | 1.5744 | 1.8955 | 2.9317 | 1.1535 |
Largest Winning Trade | 987129 | 987129 | 66884 | 5543817 | 5543817 | 2243222 |
Largest Losing Trade | -31120 | -31120 | -22614 | -1690788 | -988364 | -1690788 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 61 | 75 | 50 | 61 | 75 | 50 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 5162 | 2749 | 2413 | 5162 | 2749 | 2413 |
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 | 426716 | -60682 | -431055 | -18873 | -67269 | -653999 |
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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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