Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500453.7601 | 1525771.7045 | -25317.9444 | 454215.9738 | 21652.6865 | 432563.2873 |
Total P&L (%) | 1500.4538 | 1525.7717 | -25.3179 | 454.216 | 21.6527 | 432.5633 |
Avg Daily Profit (%) | 0.6358 | 0.6465 | -0.0107 | 0.0726 | 0.0083 | 0.0709 |
Buy And Hold Return (%) | 483.9529 | 483.9529 | 483.9529 | 483.9529 | 483.9529 | 483.9529 |
Max Trade Drawdown | -105781 | -104963 | -105531 | -1135449 | -1068157 | -527974 |
Profit Factor | 3.4337 | 6.0243 | 0.9191 | 1.1039 | 1.0092 | 1.215 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 30.7692 | 30.7692 | 30.7692 | 30.7692 | 30.7692 | 30.7692 |
Ratio Avg Win / Avg Loss | 7.7259 | 13.5546 | 2.0679 | 2.4838 | 2.2707 | 2.7336 |
Largest Winning Trade | 1383398 | 1383398 | 59706 | 980671 | 980671 | 591001 |
Largest Losing Trade | -28288 | -27007 | -28288 | -456332 | -456332 | -348892 |
Avg Bars in Trades | 57 | 44 | 71 | 57 | 44 | 71 |
Avg Bars in Winners | 124 | 94 | 154 | 124 | 94 | 154 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 4500 | 1726 | 2774 | 4500 | 1726 | 2774 |
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 | -30948 | 358163 | -585458 | -413164 | -564285 | -270840 |
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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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