Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518372.1336 | 1393913.8556 | 124458.278 | 11875788.7799 | 8300760.7995 | 3575027.9804 |
Total P&L (%) | 1518.3721 | 1393.9139 | 124.4583 | 11875.7888 | 8300.7608 | 3575.028 |
Avg Daily Profit (%) | 0.838 | 0.7693 | 0.0687 | 0.2644 | 0.2448 | 0.1991 |
Buy And Hold Return (%) | 482.0357 | 482.0357 | 482.0357 | 482.0357 | 482.0357 | 482.0357 |
Max Trade Drawdown | -95413 | -95033 | -44516 | -18229783 | -9170992 | -9264448 |
Profit Factor | 5.6489 | 8.7565 | 1.8472 | 1.2605 | 1.3427 | 1.1674 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 38.0952 | 35.7143 | 40.4762 | 38.0952 | 35.7143 | 40.4762 |
Ratio Avg Win / Avg Loss | 9.1794 | 15.7618 | 2.7165 | 2.0484 | 2.4168 | 1.7168 |
Largest Winning Trade | 765558 | 765558 | 67524 | 13620624 | 13620624 | 8283655 |
Largest Losing Trade | -27386 | -27386 | -22061 | -5228332 | -5228332 | -4460718 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 116 | 121 | 111 | 116 | 121 | 111 |
Avg Bars in Losers | 26 | 18 | 35 | 26 | 18 | 35 |
Bars Traded | 5104 | 2324 | 2780 | 5104 | 2324 | 2780 |
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 | 507121 | 457630 | -267157 | 184941 | 157113 | -30912 |
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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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