Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1853432.4157 | 1893102.1714 | -39669.7557 | 203580.3447 | 695418.041 | -491837.6962 |
Total P&L (%) | 1853.4324 | 1893.1022 | -39.6698 | 203.5803 | 695.418 | -491.8377 |
Avg Daily Profit (%) | 0.8896 | 0.9087 | -0.019 | 0.0533 | 0.0996 | 0 |
Buy And Hold Return (%) | 680.1105 | 680.1105 | 680.1105 | 680.1105 | 680.1105 | 680.1105 |
Max Trade Drawdown | -195295 | -154435 | -87399 | -3549382 | -2451480 | -1939914 |
Profit Factor | 3.3858 | 5.1511 | 0.8763 | 1.0246 | 1.148 | 0.8624 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 38.6555 | 27.1186 | 50 | 38.6555 | 27.1186 | 50 |
Ratio Avg Win / Avg Loss | 5.3732 | 13.8435 | 0.8763 | 1.626 | 3.0853 | 0.8624 |
Largest Winning Trade | 1546410 | 1546410 | 44993 | 2923220 | 2923220 | 833193 |
Largest Losing Trade | -45576 | -45576 | -37052 | -1287332 | -534409 | -1287332 |
Avg Bars in Trades | 205 | 304 | 108 | 205 | 304 | 108 |
Avg Bars in Winners | 336 | 706 | 139 | 336 | 706 | 139 |
Avg Bars in Losers | 123 | 155 | 77 | 123 | 155 | 77 |
Bars Traded | 24501 | 17981 | 6520 | 24501 | 17981 | 6520 |
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 | 441617 | -179572 | -749958 | -483939 | -472413 | -749958 |
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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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