Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2225623.7715 | 2166093.4672 | 59530.3043 | 2923279.5153 | 2343768.6674 | 579510.8479 |
Total P&L (%) | 2225.6238 | 2166.0935 | 59.5303 | 2923.2795 | 2343.7687 | 579.5108 |
Avg Daily Profit (%) | 0.9429 | 0.9177 | 0.0252 | 0.1445 | 0.1355 | 0.0812 |
Buy And Hold Return (%) | 641.6218 | 641.6218 | 641.6218 | 641.6218 | 641.6218 | 641.6218 |
Max Trade Drawdown | -129839 | -157638 | -48637 | -5247259 | -4673264 | -1265010 |
Profit Factor | 5.8601 | 9.3084 | 1.3018 | 1.2425 | 1.3165 | 1.1247 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 33.3333 | 33.3333 | 33.3333 | 33.3333 | 33.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 11.7201 | 18.6169 | 2.6037 | 2.4851 | 2.6329 | 2.2494 |
Largest Winning Trade | 1689824 | 1689824 | 52242 | 5772218 | 5772218 | 1781941 |
Largest Losing Trade | -40933 | -37633 | -40933 | -2288470 | -2288470 | -1230516 |
Avg Bars in Trades | 115 | 112 | 119 | 115 | 112 | 119 |
Avg Bars in Winners | 225 | 228 | 222 | 225 | 228 | 222 |
Avg Bars in Losers | 60 | 54 | 67 | 60 | 54 | 67 |
Bars Traded | 6937 | 3364 | 3573 | 6937 | 3364 | 3573 |
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 | -161237 | 449658 | -330278 | -180826 | -19484 | -338631 |
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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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