Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1618823.7638 | 1576926.5914 | 41897.1725 | 1513116.2727 | 1010126.8464 | 502989.4263 |
Total P&L (%) | 1618.8238 | 1576.9266 | 41.8972 | 1513.1163 | 1010.1268 | 502.9894 |
Avg Daily Profit (%) | 0.8668 | 0.8444 | 0.0224 | 0.149 | 0.129 | 0.0963 |
Buy And Hold Return (%) | 632.0889 | 632.0889 | 632.0889 | 632.0889 | 632.0889 | 632.0889 |
Max Trade Drawdown | -103247 | -84868 | -109015 | -2805808 | -2115418 | -1943541 |
Profit Factor | 3.5445 | 5.8211 | 1.1355 | 1.1801 | 1.2324 | 1.124 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 31.4607 | 24.4444 | 38.6364 | 31.4607 | 24.4444 | 38.6364 |
Ratio Avg Win / Avg Loss | 7.7219 | 17.9925 | 1.8035 | 2.5709 | 3.8092 | 1.7852 |
Largest Winning Trade | 1046688 | 1046688 | 56980 | 1332236 | 1332236 | 801532 |
Largest Losing Trade | -41075 | -22005 | -41075 | -1092257 | -411952 | -1092257 |
Avg Bars in Trades | 40 | 33 | 48 | 40 | 33 | 48 |
Avg Bars in Winners | 96 | 93 | 97 | 96 | 93 | 97 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 3626 | 1505 | 2121 | 3626 | 1505 | 2121 |
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 | 341211 | -14186 | -403358 | -26261 | -61406 | -317179 |
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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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