Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040368.9592 | 958913.6698 | 81455.2894 | 4526891.0869 | 4227621.9272 | 299269.1597 |
Total P&L (%) | 1040.369 | 958.9137 | 81.4553 | 4526.8911 | 4227.6219 | 299.2692 |
Avg Daily Profit (%) | 0.4724 | 0.4354 | 0.037 | 0.1743 | 0.1712 | 0.0629 |
Buy And Hold Return (%) | 543.3911 | 543.3911 | 543.3911 | 543.3911 | 543.3911 | 543.3911 |
Max Trade Drawdown | -149314 | -161463 | -16792 | -2717367 | -2751680 | -770427 |
Profit Factor | 3.2287 | 3.5101 | 1.9607 | 1.6089 | 1.7225 | 1.1891 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 58 | 20 | 38 | 58 | 20 | 38 |
Losing Trades | 69 | 43 | 26 | 69 | 43 | 26 |
Profitability (%) | 45.6693 | 31.746 | 59.375 | 45.6693 | 31.746 | 59.375 |
Ratio Avg Win / Avg Loss | 3.841 | 7.5467 | 1.3415 | 1.9141 | 3.7034 | 0.8136 |
Largest Winning Trade | 436429 | 436429 | 15344 | 2871370 | 2871370 | 471715 |
Largest Losing Trade | -41574 | -41574 | -10532 | -914179 | -914179 | -430456 |
Avg Bars in Trades | 50 | 98 | 2 | 50 | 98 | 2 |
Avg Bars in Winners | 75 | 214 | 3 | 75 | 214 | 3 |
Avg Bars in Losers | 28 | 44 | 2 | 28 | 44 | 2 |
Bars Traded | 6401 | 6213 | 188 | 6401 | 6213 | 188 |
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 | 278335 | -145762 | -444343 | 342571 | -143000 | -426622 |
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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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