Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555050.7017 | 1450906.2895 | 104144.4122 | 1410533.5593 | 826568.3204 | 583965.2389 |
Total P&L (%) | 1555.0507 | 1450.9063 | 104.1444 | 1410.5336 | 826.5683 | 583.9652 |
Avg Daily Profit (%) | 0.8354 | 0.7794 | 0.0559 | 0.146 | 0.1197 | 0.1033 |
Buy And Hold Return (%) | 69.3849 | 69.3849 | 69.3849 | 69.3849 | 69.3849 | 69.3849 |
Max Trade Drawdown | -65109 | -72078 | -40551 | -1373700 | -1388372 | -830168 |
Profit Factor | 4.5031 | 8.3655 | 1.4218 | 1.1714 | 1.2316 | 1.1252 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 48.1481 | 41.4634 | 55 | 48.1481 | 41.4634 | 55 |
Ratio Avg Win / Avg Loss | 4.8495 | 11.8101 | 1.1633 | 1.2615 | 1.7388 | 0.9206 |
Largest Winning Trade | 1381384 | 1381384 | 63957 | 1381384 | 1381384 | 844818 |
Largest Losing Trade | -40551 | -21634 | -40551 | -785172 | -343871 | -785172 |
Avg Bars in Trades | 43 | 30 | 56 | 43 | 30 | 56 |
Avg Bars in Winners | 63 | 46 | 75 | 63 | 46 | 75 |
Avg Bars in Losers | 24 | 19 | 32 | 24 | 19 | 32 |
Bars Traded | 3510 | 1248 | 2262 | 3510 | 1248 | 2262 |
Profit Streak | 0 | 0 | 53.9858 | 0 | 0 | 53.9858 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 130661 | 656437 | -125937 | -46817 | -35336 | -137392 |
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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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