Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2034090.7326 | 2036686.8795 | -2596.1469 | 356543.4988 | 3667504.5635 | -3310961.0647 |
Total P&L (%) | 2034.0907 | 2036.6869 | -2.5961 | 356.5435 | 3667.5046 | -3310.9611 |
Avg Daily Profit (%) | 0.9194 | 0.9206 | -0.0012 | 0.0687 | 0.1642 | 0 |
Buy And Hold Return (%) | 384.9059 | 384.9059 | 384.9059 | 384.9059 | 384.9059 | 384.9059 |
Max Trade Drawdown | -186658 | -105118 | -113083 | -8384743 | -5371158 | -3544433 |
Profit Factor | 3.526 | 6.2551 | 0.9938 | 1.0205 | 1.4109 | 0.6082 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 43.8095 | 38.4615 | 49.0566 | 43.8095 | 38.4615 | 49.0566 |
Ratio Avg Win / Avg Loss | 4.5225 | 10.0082 | 1.032 | 1.3089 | 2.2575 | 0.6315 |
Largest Winning Trade | 1908416 | 1908416 | 51524 | 8264361 | 8264361 | 886397 |
Largest Losing Trade | -42216 | -37627 | -42216 | -2095614 | -2095614 | -1619943 |
Avg Bars in Trades | 60 | 54 | 65 | 60 | 54 | 65 |
Avg Bars in Winners | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Losers | 36 | 29 | 44 | 36 | 29 | 44 |
Bars Traded | 6354 | 2859 | 3494 | 6354 | 2859 | 3494 |
Profit Streak | 0 | 52.9844 | 0 | 0 | 52.9844 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601630 | -163319 | -759533 | -467116 | -174375 | -761200 |
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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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