Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4478452.2701 | 4554236.6064 | -75784.3363 | -42736.8042 | 59235.3793 | -101972.1835 |
Total P&L (%) | 4478.4523 | 4554.2366 | -75.7843 | -42.7368 | 59.2354 | -101.9722 |
Avg Daily Profit (%) | 2.0114 | 2.0455 | -0.034 | -0.025 | 0.0209 | 0 |
Buy And Hold Return (%) | 249.322 | 249.322 | 249.322 | 249.322 | 249.322 | 249.322 |
Max Trade Drawdown | -182759 | -78476 | -129811 | -283726 | -109369 | -218256 |
Profit Factor | 7.1621 | 15.3007 | 0.8144 | 0.9564 | 1.1456 | 0.822 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 50.5747 | 53.4884 | 47.7273 | 50.5747 | 53.4884 | 47.7273 |
Ratio Avg Win / Avg Loss | 6.9994 | 13.305 | 0.892 | 0.9346 | 0.9962 | 0.9003 |
Largest Winning Trade | 4674023 | 4674023 | 45939 | 202717 | 202717 | 87339 |
Largest Losing Trade | -82649 | -42828 | -82649 | -128685 | -55973 | -128685 |
Avg Bars in Trades | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Winners | 61 | 51 | 72 | 61 | 51 | 72 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 4253 | 1936 | 2317 | 4253 | 1936 | 2317 |
Profit Streak | 0 | 48.6408 | 0 | 0 | 48.6408 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 829896 | 889041 | -581603 | -580471 | -390826 | -581603 |
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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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