Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117286.7769 | 1153320.8911 | -36034.1141 | 168114.5908 | 1896733.0323 | -1728618.4414 |
Total P&L (%) | 1117.2868 | 1153.3209 | -36.0341 | 168.1146 | 1896.733 | -1728.6184 |
Avg Daily Profit (%) | 0.4466 | 0.461 | -0.0144 | 0.0394 | 0.1197 | 0 |
Buy And Hold Return (%) | 367.248 | 367.248 | 367.248 | 367.248 | 367.248 | 367.248 |
Max Trade Drawdown | -192032 | -107519 | -109389 | -3761297 | -1116161 | -2715179 |
Profit Factor | 2.5972 | 4.5938 | 0.9048 | 1.0274 | 2.1072 | 0.6091 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 46.9027 | 47.3684 | 46.4286 | 46.9027 | 47.3684 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.9402 | 5.1042 | 1.044 | 1.1631 | 2.3414 | 0.7028 |
Largest Winning Trade | 852547 | 852547 | 58483 | 2219945 | 2219945 | 1006746 |
Largest Losing Trade | -61607 | -37513 | -61607 | -1975767 | -334372 | -1975767 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 4899 | 2483 | 2416 | 4899 | 2483 | 2416 |
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 | 400320 | -166299 | -760555 | -497306 | -211031 | -762222 |
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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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