Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718750.1169 | 683131.235 | 35618.8819 | 881229.2803 | 1571503.1082 | -690273.828 |
Total P&L (%) | 718.7501 | 683.1312 | 35.6189 | 881.2293 | 1571.5031 | -690.2738 |
Avg Daily Profit (%) | 0.2875 | 0.2732 | 0.0142 | 0.0914 | 0.1127 | 0 |
Buy And Hold Return (%) | 295.3406 | 295.3406 | 295.3406 | 295.3406 | 295.3406 | 295.3406 |
Max Trade Drawdown | -107486 | -57328 | -81164 | -2250925 | -1125162 | -1689577 |
Profit Factor | 2.3509 | 3.9785 | 1.1177 | 1.1128 | 1.4841 | 0.8488 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 46.7742 | 43.5484 | 50 | 46.7742 | 43.5484 | 50 |
Ratio Avg Win / Avg Loss | 2.6752 | 5.1573 | 1.1177 | 1.2663 | 1.9238 | 0.8488 |
Largest Winning Trade | 468406 | 468406 | 45601 | 1889536 | 1889536 | 619538 |
Largest Losing Trade | -58574 | -19379 | -58574 | -1251760 | -411977 | -1251760 |
Avg Bars in Trades | 116 | 107 | 126 | 116 | 107 | 126 |
Avg Bars in Winners | 186 | 177 | 194 | 186 | 177 | 194 |
Avg Bars in Losers | 55 | 53 | 57 | 55 | 53 | 57 |
Bars Traded | 14501 | 6681 | 7820 | 14501 | 6681 | 7820 |
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 | 300209 | -146059 | -584856 | -171041 | -197887 | -734958 |
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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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