Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1264862.0808 | 1310710.3225 | -45848.2417 | -62959.0618 | 6463.4504 | -69422.5121 |
Total P&L (%) | 1264.8621 | 1310.7103 | -45.8482 | -62.9591 | 6.4635 | -69.4225 |
Avg Daily Profit (%) | 0.7055 | 0.7311 | -0.0256 | -0.0554 | 0.0035 | -0.0661 |
Buy And Hold Return (%) | 324.6621 | 324.6621 | 324.6621 | 324.6621 | 324.6621 | 324.6621 |
Max Trade Drawdown | -106961 | -92545 | -223457 | -124126 | -89514 | -149289 |
Profit Factor | 2.6263 | 5.2026 | 0.9016 | 0.874 | 1.0315 | 0.7643 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 40.8163 | 30.6122 | 51.0204 | 40.8163 | 30.6122 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.8082 | 11.7925 | 0.8655 | 1.2673 | 2.3381 | 0.7337 |
Largest Winning Trade | 1120733 | 1120733 | 61586 | 50967 | 50967 | 39140 |
Largest Losing Trade | -94706 | -23854 | -94706 | -95211 | -27965 | -95211 |
Avg Bars in Trades | 214 | 182 | 247 | 214 | 182 | 247 |
Avg Bars in Winners | 374 | 360 | 382 | 374 | 360 | 382 |
Avg Bars in Losers | 104 | 103 | 106 | 104 | 103 | 106 |
Bars Traded | 21045 | 8923 | 12122 | 21045 | 8923 | 12122 |
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 | 422728 | 391971 | -580549 | -582421 | -546122 | -580549 |
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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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