Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1918291.3844 | 1963563.6634 | -45272.279 | 225058.614 | 981184.0233 | -756125.4093 |
Total P&L (%) | 1918.2914 | 1963.5637 | -45.2723 | 225.0586 | 981.184 | -756.1254 |
Avg Daily Profit (%) | 0.9211 | 0.9429 | -0.0217 | 0.0566 | 0.1144 | 0 |
Buy And Hold Return (%) | 458.8842 | 458.8842 | 458.8842 | 458.8842 | 458.8842 | 458.8842 |
Max Trade Drawdown | -114750 | -45324 | -181123 | -1136359 | -407099 | -958128 |
Profit Factor | 3.5284 | 9.004 | 0.9118 | 1.0571 | 1.7294 | 0.7085 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 36.8932 | 38.4615 | 35.2941 | 36.8932 | 38.4615 | 35.2941 |
Ratio Avg Win / Avg Loss | 6.0354 | 14.4064 | 1.6717 | 1.8083 | 2.767 | 1.2989 |
Largest Winning Trade | 1885747 | 1885747 | 55793 | 1216209 | 1216209 | 363080 |
Largest Losing Trade | -56537 | -19879 | -56537 | -461827 | -195502 | -461827 |
Avg Bars in Trades | 238 | 100 | 379 | 238 | 100 | 379 |
Avg Bars in Winners | 469 | 191 | 778 | 469 | 191 | 778 |
Avg Bars in Losers | 104 | 43 | 162 | 104 | 43 | 162 |
Bars Traded | 24603 | 5228 | 19375 | 24603 | 5228 | 19375 |
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 | 471671 | -164698 | -763774 | -444476 | -227112 | -764885 |
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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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