Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2274499.4055 | 2174014.2269 | 100485.1786 | 2223984.2558 | 1324860.3592 | 899123.8965 |
Total P&L (%) | 2274.4994 | 2174.0142 | 100.4852 | 2223.9843 | 1324.8604 | 899.1239 |
Avg Daily Profit (%) | 0.9838 | 0.9403 | 0.0435 | 0.1362 | 0.115 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96592 | -115402 | -72192 | -4581564 | -3986243 | -1640821 |
Profit Factor | 3.9919 | 6.3366 | 1.2848 | 1.1444 | 1.1403 | 1.1509 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 49.6124 | 50.7692 | 48.4375 | 49.6124 | 50.7692 | 48.4375 |
Ratio Avg Win / Avg Loss | 4.0543 | 6.1446 | 1.3677 | 1.1623 | 1.1058 | 1.2252 |
Largest Winning Trade | 1886084 | 1886084 | 83045 | 4150183 | 4150183 | 1474243 |
Largest Losing Trade | -60646 | -33598 | -60646 | -1682320 | -1682320 | -1087956 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4295 | 1904 | 2391 | 4295 | 1904 | 2391 |
Profit Streak | 0 | 0 | 13.8777 | 0 | 0 | 13.8777 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 740607 | -109486 | -274056 | -72292 | -236549 | -253261 |
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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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