Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1377652.995 | 1278104.3847 | 99548.6104 | 8293031.9983 | 8800421.5898 | -507389.5915 |
Total P&L (%) | 1377.653 | 1278.1044 | 99.5486 | 8293.032 | 8800.4216 | -507.3896 |
Avg Daily Profit (%) | 0.7601 | 0.7052 | 0.0549 | 0.2447 | 0.248 | 0 |
Buy And Hold Return (%) | 566.2524 | 566.2524 | 566.2524 | 566.2524 | 566.2524 | 566.2524 |
Max Trade Drawdown | -153774 | -103930 | -99741 | -4393781 | -2204685 | -3344330 |
Profit Factor | 4.8026 | 7.6747 | 1.5828 | 1.6236 | 2.4449 | 0.9296 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 37.1795 | 35.8974 | 38.4615 | 37.1795 | 35.8974 | 38.4615 |
Ratio Avg Win / Avg Loss | 8.1147 | 13.7049 | 2.5325 | 2.7434 | 4.3659 | 1.4874 |
Largest Winning Trade | 722187 | 722187 | 71542 | 4559020 | 4559020 | 3374022 |
Largest Losing Trade | -28349 | -19523 | -28349 | -1446882 | -1063680 | -1446882 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 87 | 89 | 85 | 87 | 89 | 85 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 3468 | 1629 | 1840 | 3468 | 1629 | 1840 |
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 | -27291 | 368828 | -286896 | -32269 | 275139 | -583577 |
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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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