Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131939.9522 | 1134118.6241 | -2178.6719 | 424699.1789 | 1411027.8147 | -986328.6357 |
Total P&L (%) | 1131.94 | 1134.1186 | -2.1787 | 424.6992 | 1411.0278 | -986.3286 |
Avg Daily Profit (%) | 0.5433 | 0.5444 | -0.001 | 0.0796 | 0.1304 | 0 |
Buy And Hold Return (%) | 56.7194 | 56.7194 | 56.7194 | 56.7194 | 56.7194 | 56.7194 |
Max Trade Drawdown | -174811 | -151698 | -71167 | -8601325 | -8031506 | -1739221 |
Profit Factor | 3.0914 | 4.1779 | 0.9882 | 1.0263 | 1.12 | 0.7746 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 3.8864 | 6.0058 | 1.0922 | 1.2902 | 1.61 | 0.8562 |
Largest Winning Trade | 880073 | 880073 | 31281 | 5006883 | 5006883 | 960259 |
Largest Losing Trade | -52701 | -52701 | -21347 | -3237141 | -3237141 | -921655 |
Avg Bars in Trades | 292 | 534 | 56 | 292 | 534 | 56 |
Avg Bars in Winners | 447 | 880 | 82 | 447 | 880 | 82 |
Avg Bars in Losers | 168 | 292 | 33 | 168 | 292 | 33 |
Bars Traded | 23097 | 20829 | 2268 | 23097 | 20829 | 2268 |
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 | -16614 | 529338 | -580055 | -311744 | -109400 | -581722 |
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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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