Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547771.199 | 1581227.172 | -33455.973 | 31290.4045 | 469343.8084 | -438053.404 |
Total P&L (%) | 1547.7712 | 1581.2272 | -33.456 | 31.2904 | 469.3438 | -438.0534 |
Avg Daily Profit (%) | 0.8357 | 0.8538 | -0.0181 | 0.0147 | 0.094 | 0 |
Buy And Hold Return (%) | 91.6029 | 91.6029 | 91.6029 | 91.6029 | 91.6029 | 91.6029 |
Max Trade Drawdown | -177904 | -113461 | -96790 | -1116632 | -690352 | -599003 |
Profit Factor | 3.5212 | 5.7362 | 0.8805 | 1.0142 | 1.4073 | 0.5825 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 35.7798 | 29.0909 | 42.5926 | 35.7798 | 29.0909 | 42.5926 |
Ratio Avg Win / Avg Loss | 6.32 | 13.9819 | 1.1868 | 1.8204 | 3.4302 | 0.785 |
Largest Winning Trade | 1643147 | 1643147 | 66903 | 1160319 | 1160319 | 167936 |
Largest Losing Trade | -42379 | -42379 | -39207 | -399319 | -215353 | -399319 |
Avg Bars in Trades | 64 | 59 | 70 | 64 | 59 | 70 |
Avg Bars in Winners | 101 | 112 | 93 | 101 | 112 | 93 |
Avg Bars in Losers | 44 | 37 | 52 | 44 | 37 | 52 |
Bars Traded | 7066 | 3269 | 3796 | 7066 | 3269 | 3796 |
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 | 528016 | -170570 | -762047 | -548004 | -259044 | -763714 |
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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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