Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2070392.3732 | 2004090.2495 | 66302.1237 | 493302.4522 | 4144628.3122 | -3651325.86 |
Total P&L (%) | 2070.3924 | 2004.0902 | 66.3021 | 493.3025 | 4144.6283 | -3651.3259 |
Avg Daily Profit (%) | 1.1537 | 1.1168 | 0.0369 | 0.0993 | 0.2091 | 0 |
Buy And Hold Return (%) | 387.0981 | 387.0981 | 387.0981 | 387.0981 | 387.0981 | 387.0981 |
Max Trade Drawdown | -87831 | -109900 | -155901 | -4524737 | -1233166 | -5430308 |
Profit Factor | 3.6952 | 6.6764 | 1.1597 | 1.0496 | 2.4438 | 0.4842 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 53.9683 | 49.2063 | 58.7302 | 53.9683 | 49.2063 | 58.7302 |
Ratio Avg Win / Avg Loss | 3.1518 | 6.8918 | 0.8149 | 0.8952 | 2.5226 | 0.3403 |
Largest Winning Trade | 1183012 | 1183012 | 57732 | 4427476 | 4427476 | 511583 |
Largest Losing Trade | -87831 | -35464 | -87831 | -4338512 | -358610 | -4338512 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3465 | 1573 | 1892 | 3465 | 1573 | 1892 |
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 | 732112 | -125957 | -501371 | -307399 | -133939 | -726326 |
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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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