Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421430.1753 | 1393123.2422 | 28306.933 | 207273.6423 | 612206.7744 | -404933.1321 |
Total P&L (%) | 1421.4302 | 1393.1232 | 28.3069 | 207.2736 | 612.2068 | -404.9331 |
Avg Daily Profit (%) | 0.7649 | 0.7496 | 0.0152 | 0.0604 | 0.1057 | 0 |
Buy And Hold Return (%) | 56.1887 | 56.1887 | 56.1887 | 56.1887 | 56.1887 | 56.1887 |
Max Trade Drawdown | -151806 | -105521 | -84562 | -1433572 | -963080 | -897573 |
Profit Factor | 2.9892 | 4.4575 | 1.0908 | 1.0365 | 1.2057 | 0.8502 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 42.3423 | 40 | 44.6429 | 42.3423 | 40 | 44.6429 |
Ratio Avg Win / Avg Loss | 4.0704 | 6.6862 | 1.3526 | 1.4114 | 1.8086 | 1.0542 |
Largest Winning Trade | 1350624 | 1350624 | 49452 | 1478429 | 1478429 | 491206 |
Largest Losing Trade | -42340 | -42340 | -40191 | -682982 | -399635 | -682982 |
Avg Bars in Trades | 198 | 270 | 127 | 198 | 270 | 127 |
Avg Bars in Winners | 256 | 384 | 143 | 256 | 384 | 143 |
Avg Bars in Losers | 155 | 194 | 114 | 155 | 194 | 114 |
Bars Traded | 22026 | 14894 | 7132 | 22026 | 14894 | 7132 |
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 | 572103 | -163811 | -641029 | -297800 | -234789 | -761250 |
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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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