Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1771022.5323 | 1663748.1922 | 107274.3401 | 1592498.5509 | -1738908.6726 | 3331407.2235 |
Total P&L (%) | 1771.0225 | 1663.7482 | 107.2743 | 1592.4986 | -1738.9087 | 3331.4072 |
Avg Daily Profit (%) | 0.9549 | 0.8971 | 0.0578 | 0.1526 | 0 | 0.1908 |
Buy And Hold Return (%) | 69.7946 | 69.7946 | 69.7946 | 69.7946 | 69.7946 | 69.7946 |
Max Trade Drawdown | -83469 | -88781 | -47671 | -3932870 | -4338624 | -2025483 |
Profit Factor | 4.9651 | 7.2074 | 1.6005 | 1.1104 | 0.8086 | 1.6232 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 46.8085 | 38.2979 | 55.3191 | 46.8085 | 38.2979 | 55.3191 |
Ratio Avg Win / Avg Loss | 5.6421 | 11.6119 | 1.2927 | 1.2618 | 1.3027 | 1.311 |
Largest Winning Trade | 1591740 | 1591740 | 49270 | 2384262 | 2384262 | 1856797 |
Largest Losing Trade | -41660 | -41660 | -28133 | -990629 | -990629 | -846289 |
Avg Bars in Trades | 56 | 45 | 66 | 56 | 45 | 66 |
Avg Bars in Winners | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Losers | 31 | 25 | 37 | 31 | 25 | 37 |
Bars Traded | 5278 | 2159 | 3118 | 5278 | 2159 | 3118 |
Profit Streak | 0 | 0 | 53.1305 | 0 | 0 | 53.1305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 722853 | 623116 | -122409 | -92492 | -583581 | 405171 |
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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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