Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369957.8181 | 1233637.2242 | 136320.5939 | 16482975.4726 | 11336261.7133 | 5146713.7593 |
Total P&L (%) | 1369.9578 | 1233.6372 | 136.3206 | 16482.9755 | 11336.2617 | 5146.7138 |
Avg Daily Profit (%) | 0.7533 | 0.6784 | 0.075 | 0.2814 | 0.261 | 0.218 |
Buy And Hold Return (%) | 845.2046 | 845.2046 | 845.2046 | 845.2046 | 845.2046 | 845.2046 |
Max Trade Drawdown | -136407 | -95359 | -87960 | -6649488 | -1898133 | -4912007 |
Profit Factor | 4.2065 | 7.0096 | 1.6142 | 2.3573 | 3.1392 | 1.7519 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 39.5833 | 33.3333 | 45.8333 | 39.5833 | 33.3333 | 45.8333 |
Ratio Avg Win / Avg Loss | 6.4205 | 14.0192 | 1.9076 | 3.598 | 6.2784 | 2.0705 |
Largest Winning Trade | 586752 | 586752 | 72834 | 6722604 | 4154908 | 6722604 |
Largest Losing Trade | -25930 | -22384 | -25930 | -2380896 | -1898133 | -2380896 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 71 | 78 | 66 | 71 | 78 | 66 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 3480 | 1624 | 1856 | 3480 | 1624 | 1856 |
Profit Streak | 17.5472 | 19.5472 | 17.5472 | 17.5472 | 19.5472 | 17.5472 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282083 | -7980 | -256542 | 377838 | 313993 | 357903 |
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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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