Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570240.5465 | 1442469.398 | 127771.1485 | 13804515.2116 | 9628564.8541 | 4175950.3575 |
Total P&L (%) | 1570.2405 | 1442.4694 | 127.7711 | 13804.5152 | 9628.5649 | 4175.9504 |
Avg Daily Profit (%) | 0.6272 | 0.5761 | 0.051 | 0.1973 | 0.183 | 0.1501 |
Buy And Hold Return (%) | 479.8489 | 479.8489 | 479.8489 | 479.8489 | 479.8489 | 479.8489 |
Max Trade Drawdown | -105330 | -46680 | -77182 | -9532198 | -6236184 | -9773754 |
Profit Factor | 4.2363 | 8.1753 | 1.4496 | 1.4007 | 1.622 | 1.2201 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 31.6667 | 30 | 33.3333 | 31.6667 | 30 | 33.3333 |
Ratio Avg Win / Avg Loss | 9.1415 | 19.0757 | 2.8993 | 3.0226 | 3.7848 | 2.4402 |
Largest Winning Trade | 939991 | 939991 | 56221 | 7014494 | 7014494 | 5077394 |
Largest Losing Trade | -37852 | -26582 | -37852 | -4834499 | -2717053 | -4834499 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 146 | 135 | 157 | 146 | 135 | 157 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 7355 | 3453 | 3902 | 7355 | 3453 | 3902 |
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 | 332767 | -160560 | -464368 | 108498 | -166272 | -167621 |
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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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