Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2015674.0414 | 2031655.5879 | -15981.5465 | 178155.6094 | 9059.8026 | 169095.8068 |
Total P&L (%) | 2015.674 | 2031.6556 | -15.9815 | 178.1556 | 9.0598 | 169.0958 |
Avg Daily Profit (%) | 0.9118 | 0.919 | -0.0072 | 0.0463 | 0.0039 | 0.0448 |
Buy And Hold Return (%) | 269.6937 | 269.6937 | 269.6937 | 269.6937 | 269.6937 | 269.6937 |
Max Trade Drawdown | -196766 | -83352 | -151166 | -1027253 | -534661 | -542728 |
Profit Factor | 3.4811 | 6.4096 | 0.9634 | 1.0521 | 1.0053 | 1.0981 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 47.1545 | 45.9016 | 48.3871 | 47.1545 | 45.9016 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.9013 | 7.5542 | 1.0276 | 1.1791 | 1.1849 | 1.1713 |
Largest Winning Trade | 2006179 | 2006179 | 48514 | 293765 | 293765 | 245682 |
Largest Losing Trade | -48339 | -42658 | -48339 | -232264 | -225927 | -232264 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 91 | 93 | 90 | 91 | 93 | 90 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 8481 | 4205 | 4276 | 8481 | 4205 | 4276 |
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 | 689084 | -141476 | -733918 | -460864 | -731277 | -566280 |
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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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