Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2331156.6493 | 2310813.3982 | 20343.2511 | 862953.9099 | 1380515.913 | -517562.0031 |
Total P&L (%) | 2331.1566 | 2310.8134 | 20.3433 | 862.9539 | 1380.5159 | -517.562 |
Avg Daily Profit (%) | 1.1194 | 1.1096 | 0.0098 | 0.1088 | 0.1295 | 0 |
Buy And Hold Return (%) | 478.9324 | 478.9324 | 478.9324 | 478.9324 | 478.9324 | 478.9324 |
Max Trade Drawdown | -181302 | -103811 | -115247 | -2576129 | -1507974 | -1277550 |
Profit Factor | 3.8762 | 6.7518 | 1.0498 | 1.106 | 1.3496 | 0.8766 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 38.5246 | 34.4262 | 42.623 | 38.5246 | 34.4262 | 42.623 |
Ratio Avg Win / Avg Loss | 6.1854 | 12.8605 | 1.4132 | 1.7649 | 2.5707 | 1.18 |
Largest Winning Trade | 2178265 | 2178265 | 51554 | 2741254 | 2741254 | 383681 |
Largest Losing Trade | -47601 | -33127 | -47601 | -763451 | -763451 | -562489 |
Avg Bars in Trades | 202 | 203 | 201 | 202 | 203 | 201 |
Avg Bars in Winners | 329 | 360 | 304 | 329 | 360 | 304 |
Avg Bars in Losers | 123 | 121 | 125 | 123 | 121 | 125 |
Bars Traded | 24755 | 12440 | 12315 | 24755 | 12440 | 12315 |
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 | 533658 | -147540 | -676167 | -162475 | -189462 | -743938 |
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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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