Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021354.6744 | 972290.1043 | 49064.57 | 1576432.5954 | 3620857.1588 | -2044424.5633 |
Total P&L (%) | 1021.3547 | 972.2901 | 49.0646 | 1576.4326 | 3620.8572 | -2044.4246 |
Avg Daily Profit (%) | 0.4903 | 0.4668 | 0.0236 | 0.1354 | 0.1738 | 0 |
Buy And Hold Return (%) | 80.695 | 80.695 | 80.695 | 80.695 | 80.695 | 80.695 |
Max Trade Drawdown | -110236 | -108303 | -152440 | -3799124 | -2400303 | -3090865 |
Profit Factor | 2.217 | 3.3625 | 1.1147 | 1.0754 | 1.3286 | 0.7935 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 33.9286 | 28.5714 | 39.2857 | 33.9286 | 28.5714 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.3173 | 8.4062 | 1.7228 | 2.0941 | 3.3215 | 1.2263 |
Largest Winning Trade | 353513 | 353513 | 85059 | 3786118 | 3786118 | 1176242 |
Largest Losing Trade | -44900 | -44900 | -30786 | -1439341 | -1439341 | -1215346 |
Avg Bars in Trades | 221 | 203 | 240 | 221 | 203 | 240 |
Avg Bars in Winners | 379 | 366 | 389 | 379 | 366 | 389 |
Avg Bars in Losers | 140 | 138 | 143 | 140 | 138 | 143 |
Bars Traded | 24861 | 11410 | 13451 | 24861 | 11410 | 13451 |
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 | 316282 | -177659 | -604623 | -154285 | -185223 | -763333 |
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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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