Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2804236.8391 | 2696257.9378 | 107978.9013 | 3740693.8589 | -748735.9549 | 4489429.8138 |
Total P&L (%) | 2804.2368 | 2696.2579 | 107.9789 | 3740.6939 | -748.736 | 4489.4298 |
Avg Daily Profit (%) | 1.3466 | 1.2947 | 0.0519 | 0.1753 | 0 | 0.1839 |
Buy And Hold Return (%) | 447.5229 | 447.5229 | 447.5229 | 447.5229 | 447.5229 | 447.5229 |
Max Trade Drawdown | -79315 | -82781 | -37405 | -4682348 | -4894875 | -1875875 |
Profit Factor | 4.5429 | 6.6897 | 1.34 | 1.1269 | 0.9595 | 1.409 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 49.7041 | 46.4286 | 52.9412 | 49.7041 | 46.4286 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.597 | 7.7189 | 1.1911 | 1.1403 | 1.1071 | 1.2524 |
Largest Winning Trade | 2535518 | 2535518 | 50076 | 2155764 | 2155764 | 1894138 |
Largest Losing Trade | -58512 | -58512 | -30118 | -1636369 | -1636369 | -927115 |
Avg Bars in Trades | 142 | 216 | 69 | 142 | 216 | 69 |
Avg Bars in Winners | 181 | 310 | 68 | 181 | 310 | 68 |
Avg Bars in Losers | 104 | 135 | 70 | 104 | 135 | 70 |
Bars Traded | 24102 | 18194 | 5908 | 24102 | 18194 | 5908 |
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 | 769720 | 711192 | -289066 | -72315 | -580829 | 313366 |
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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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