Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1517216.295 | 1393324.8777 | 123891.4173 | 2574585.3652 | -453102.6606 | 3027688.0258 |
Total P&L (%) | 1517.2163 | 1393.3249 | 123.8914 | 2574.5854 | -453.1027 | 3027.688 |
Avg Daily Profit (%) | 0.8191 | 0.7522 | 0.0669 | 0.1776 | 0 | 0.186 |
Buy And Hold Return (%) | 68.8974 | 68.8974 | 68.8974 | 68.8974 | 68.8974 | 68.8974 |
Max Trade Drawdown | -115094 | -128569 | -36825 | -5741975 | -6833551 | -2364403 |
Profit Factor | 4.1543 | 6.5771 | 1.5359 | 1.1303 | 0.958 | 1.3369 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 46.3636 | 45.4545 | 47.2727 | 46.3636 | 45.4545 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.806 | 7.8925 | 1.7132 | 1.3076 | 1.1495 | 1.4911 |
Largest Winning Trade | 1246920 | 1246920 | 60996 | 4361515 | 4361515 | 2686627 |
Largest Losing Trade | -23773 | -21917 | -23773 | -1387022 | -1205791 | -1387022 |
Avg Bars in Trades | 48 | 41 | 56 | 48 | 41 | 56 |
Avg Bars in Winners | 71 | 57 | 84 | 71 | 57 | 84 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 5369 | 2274 | 3095 | 5369 | 2274 | 3095 |
Profit Streak | 0 | 0 | 37.8296 | 0 | 0 | 37.8296 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 692479 | -160537 | -289352 | -70513 | -760934 | -171899 |
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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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