Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1855882.4535 | 1903591.4847 | -47709.0312 | -68335.7159 | -335671.9488 | 267336.2329 |
Total P&L (%) | 1855.8825 | 1903.5915 | -47.709 | -68.3357 | -335.6719 | 267.3362 |
Avg Daily Profit (%) | 1.0382 | 1.0648 | -0.0267 | -0.0643 | 0 | 0.0728 |
Buy And Hold Return (%) | 276.1546 | 276.1546 | 276.1546 | 276.1546 | 276.1546 | 276.1546 |
Max Trade Drawdown | -315217 | -220229 | -147644 | -2099942 | -1605849 | -837499 |
Profit Factor | 3.3282 | 6.4069 | 0.8928 | 0.9828 | 0.81 | 1.1209 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 36.5217 | 29.8246 | 43.1034 | 36.5217 | 29.8246 | 43.1034 |
Ratio Avg Win / Avg Loss | 5.7848 | 15.0751 | 1.1785 | 1.7082 | 1.906 | 1.4796 |
Largest Winning Trade | 2123820 | 2123820 | 64693 | 1270177 | 1270177 | 809263 |
Largest Losing Trade | -40994 | -40994 | -40193 | -769588 | -334430 | -769588 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 63 | 73 | 57 | 63 | 73 | 57 |
Avg Bars in Losers | 27 | 25 | 31 | 27 | 25 | 31 |
Bars Traded | 4704 | 2243 | 2461 | 4704 | 2243 | 2461 |
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 | 526091 | -167031 | -761848 | -582936 | -766884 | -531792 |
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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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