Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5026558.6844 | 5237917.6883 | -211359.0039 | -71887.39 | 83654.4177 | -155541.8076 |
Total P&L (%) | 5026.5587 | 5237.9177 | -211.359 | -71.8874 | 83.6544 | -155.5418 |
Avg Daily Profit (%) | 2.56 | 2.6676 | -0.1076 | -0.0646 | 0.031 | 0 |
Buy And Hold Return (%) | 1627.6867 | 1627.6867 | 1627.6867 | 1627.6867 | 1627.6867 | 1627.6867 |
Max Trade Drawdown | -265672 | -86481 | -307044 | -173910 | -42271 | -171297 |
Profit Factor | 7.783 | 19.6484 | 0.5407 | 0.7917 | 1.8581 | 0.3721 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 44.697 | 46.9697 | 42.4242 | 44.697 | 46.9697 | 42.4242 |
Ratio Avg Win / Avg Loss | 9.6298 | 22.1837 | 0.7338 | 0.9796 | 2.0978 | 0.5049 |
Largest Winning Trade | 5328042 | 5328042 | 56565 | 135607 | 135607 | 48391 |
Largest Losing Trade | -74277 | -51836 | -74277 | -119281 | -18844 | -119281 |
Avg Bars in Trades | 56 | 65 | 47 | 56 | 65 | 47 |
Avg Bars in Winners | 91 | 98 | 84 | 91 | 98 | 84 |
Avg Bars in Losers | 28 | 37 | 20 | 28 | 37 | 20 |
Bars Traded | 7479 | 4349 | 3130 | 7479 | 4349 | 3130 |
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 | 665164 | -105238 | -708182 | -582490 | -439409 | -708182 |
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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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