Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277425.317 | 1223495.8933 | 53929.4236 | 1550940.6769 | 1834590.3014 | -283649.6245 |
Total P&L (%) | 1277.4253 | 1223.4959 | 53.9294 | 1550.9407 | 1834.5903 | -283.6496 |
Avg Daily Profit (%) | 0.5763 | 0.552 | 0.0243 | 0.1266 | 0.1337 | 0 |
Buy And Hold Return (%) | 309.916 | 309.916 | 309.916 | 309.916 | 309.916 | 309.916 |
Max Trade Drawdown | -101019 | -85447 | -116326 | -3619941 | -3398786 | -3015778 |
Profit Factor | 2.3114 | 3.4064 | 1.1158 | 1.056 | 1.1229 | 0.9778 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 35.5828 | 36.5854 | 34.5679 | 35.5828 | 36.5854 | 34.5679 |
Ratio Avg Win / Avg Loss | 4.1844 | 5.9045 | 2.1121 | 1.9117 | 1.9463 | 1.8508 |
Largest Winning Trade | 920064 | 920064 | 54450 | 4448996 | 4448996 | 1445121 |
Largest Losing Trade | -37105 | -26156 | -37105 | -1696229 | -1192733 | -1696229 |
Avg Bars in Trades | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Winners | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 4223 | 2337 | 1886 | 4223 | 2337 | 1886 |
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 | 326395 | 212216 | -435846 | -187250 | -108418 | -595681 |
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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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