Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311417.1517 | 1219507.0029 | 91910.1489 | 6960266.768 | 4986125.574 | 1974141.194 |
Total P&L (%) | 1311.4172 | 1219.507 | 91.9101 | 6960.2668 | 4986.1256 | 1974.1412 |
Avg Daily Profit (%) | 0.7172 | 0.6669 | 0.0503 | 0.2331 | 0.2151 | 0.166 |
Buy And Hold Return (%) | 721.5968 | 721.5968 | 721.5968 | 721.5968 | 721.5968 | 721.5968 |
Max Trade Drawdown | -110274 | -99480 | -109540 | -2972016 | -1180351 | -1938288 |
Profit Factor | 3.3602 | 5.6694 | 1.3121 | 2.0994 | 2.9204 | 1.5286 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 41.5493 | 43.662 | 39.4366 | 41.5493 | 43.662 | 39.4366 |
Ratio Avg Win / Avg Loss | 4.7271 | 7.3153 | 2.015 | 2.9534 | 3.7683 | 2.3475 |
Largest Winning Trade | 609229 | 609229 | 75492 | 2216598 | 1379949 | 2216598 |
Largest Losing Trade | -37078 | -23523 | -37078 | -1269619 | -762455 | -1269619 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 45 | 41 | 50 | 45 | 41 | 50 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3544 | 1729 | 1815 | 3544 | 1729 | 1815 |
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 | 293199 | -77786 | -381083 | 348474 | -75461 | -83795 |
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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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