Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2157936.3871 | 2103837.1248 | 54099.2623 | 1651508.2155 | 3612677.1656 | -1961168.9501 |
Total P&L (%) | 2157.9364 | 2103.8371 | 54.0993 | 1651.5082 | 3612.6772 | -1961.169 |
Avg Daily Profit (%) | 0.9763 | 0.9518 | 0.0245 | 0.1296 | 0.1637 | 0 |
Buy And Hold Return (%) | 280.5914 | 280.5914 | 280.5914 | 280.5914 | 280.5914 | 280.5914 |
Max Trade Drawdown | -138052 | -102240 | -103753 | -7966711 | -4897111 | -3985671 |
Profit Factor | 4.4723 | 8.9592 | 1.1515 | 1.0754 | 1.3772 | 0.8409 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Profitability (%) | 31.8182 | 38.1818 | 25.4545 | 31.8182 | 38.1818 | 25.4545 |
Ratio Avg Win / Avg Loss | 9.5836 | 14.5054 | 3.3722 | 2.3044 | 2.2297 | 2.4626 |
Largest Winning Trade | 2000076 | 2000076 | 51443 | 3955436 | 3955436 | 2444865 |
Largest Losing Trade | -37645 | -32685 | -37645 | -1299513 | -1087973 | -1299513 |
Avg Bars in Trades | 116 | 97 | 134 | 116 | 97 | 134 |
Avg Bars in Winners | 290 | 192 | 436 | 290 | 192 | 436 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 12781 | 5365 | 7416 | 12781 | 5365 | 7416 |
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 | 502152 | -162825 | -586882 | -163563 | -175257 | -786144 |
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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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