Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5174948.1653 | 5144429.5474 | 30518.6179 | 1042525.6809 | -2043872.1594 | 3086397.8403 |
Total P&L (%) | 5174.9482 | 5144.4295 | 30.5186 | 1042.5257 | -2043.8722 | 3086.3978 |
Avg Daily Profit (%) | 2.484 | 2.4693 | 0.0146 | 0.117 | 0 | 0.1663 |
Buy And Hold Return (%) | 253.9882 | 253.9882 | 253.9882 | 253.9882 | 253.9882 | 253.9882 |
Max Trade Drawdown | -125881 | -107813 | -29575 | -12470135 | -10894926 | -1581257 |
Profit Factor | 9.3747 | 11.5788 | 1.2319 | 1.0329 | 0.9224 | 1.5797 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 44.2478 | 39.2857 | 49.1228 | 44.2478 | 39.2857 | 49.1228 |
Ratio Avg Win / Avg Loss | 11.8122 | 17.8944 | 1.2759 | 1.3015 | 1.4256 | 1.6361 |
Largest Winning Trade | 5152406 | 5152406 | 18576 | 8289620 | 8289620 | 1614955 |
Largest Losing Trade | -37375 | -37375 | -10798 | -4095867 | -4095867 | -733697 |
Avg Bars in Trades | 214 | 400 | 31 | 214 | 400 | 31 |
Avg Bars in Winners | 269 | 558 | 41 | 269 | 558 | 41 |
Avg Bars in Losers | 171 | 297 | 22 | 171 | 297 | 22 |
Bars Traded | 24239 | 22418 | 1821 | 24239 | 22418 | 1821 |
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 | 763893 | -161078 | -519781 | -224794 | -763333 | -169742 |
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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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