Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229570.2308 | 987271.3446 | 242298.8862 | 148420461.8353 | 117843996.5262 | 30576465.3091 |
Total P&L (%) | 1229.5702 | 987.2713 | 242.2989 | 148420.4618 | 117843.9965 | 30576.4653 |
Avg Daily Profit (%) | 0.4918 | 0.3949 | 0.0969 | 0.2925 | 0.2833 | 0.2293 |
Buy And Hold Return (%) | 703.9379 | 703.9379 | 703.9379 | 703.9379 | 703.9379 | 703.9379 |
Max Trade Drawdown | -87577 | -73175 | -35618 | -35158051 | -29938321 | -9899795 |
Profit Factor | 3.4412 | 4.2016 | 2.2405 | 2.5482 | 2.8094 | 1.9947 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 54.4 | 54.8387 | 53.9683 | 54.4 | 54.8387 | 53.9683 |
Ratio Avg Win / Avg Loss | 2.8845 | 3.4602 | 1.911 | 2.136 | 2.3136 | 1.7014 |
Largest Winning Trade | 337351 | 337351 | 61061 | 57388896 | 57388896 | 18250389 |
Largest Losing Trade | -35618 | -28723 | -35618 | -16850690 | -16850690 | -8444503 |
Avg Bars in Trades | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Winners | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Losers | 41 | 48 | 34 | 41 | 48 | 34 |
Bars Traded | 7302 | 4084 | 3218 | 7302 | 4084 | 3218 |
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 | 339739 | -177196 | -371276 | 525186 | -139441 | -134087 |
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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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