Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918747.5358 | 841735.749 | 77011.7867 | 2923146.3639 | 1057471.7217 | 1865674.6422 |
Total P&L (%) | 918.7475 | 841.7357 | 77.0118 | 2923.1464 | 1057.4717 | 1865.6746 |
Avg Daily Profit (%) | 0.4976 | 0.4559 | 0.0417 | 0.1848 | 0.1327 | 0.1614 |
Buy And Hold Return (%) | 197.6663 | 197.6663 | 197.6663 | 197.6663 | 197.6663 | 197.6663 |
Max Trade Drawdown | -80770 | -58683 | -108188 | -5874396 | -3498407 | -4146065 |
Profit Factor | 2.4748 | 4.4715 | 1.2024 | 1.2485 | 1.1976 | 1.291 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48 | 50 | 45.9459 | 48 | 50 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.681 | 4.4715 | 1.4146 | 1.3526 | 1.1976 | 1.5188 |
Largest Winning Trade | 341103 | 341103 | 77829 | 2562807 | 2471713 | 2562807 |
Largest Losing Trade | -39284 | -32771 | -39284 | -2050813 | -1868172 | -2050813 |
Avg Bars in Trades | 145 | 137 | 153 | 145 | 137 | 153 |
Avg Bars in Winners | 219 | 189 | 251 | 219 | 189 | 251 |
Avg Bars in Losers | 77 | 84 | 70 | 77 | 84 | 70 |
Bars Traded | 10908 | 5217 | 5691 | 10908 | 5217 | 5691 |
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 | -48404 | 563486 | -305058 | -54378 | -19657 | 261960 |
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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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