Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4039603.6054 | 4197986.5473 | -158382.9419 | 9123.2819 | 165459.7663 | -156336.4843 |
Total P&L (%) | 4039.6036 | 4197.9865 | -158.3829 | 9.1233 | 165.4598 | -156.3365 |
Avg Daily Profit (%) | 2.0568 | 2.1375 | -0.0806 | 0.0044 | 0.0497 | 0 |
Buy And Hold Return (%) | 1907.4074 | 1907.4074 | 1907.4074 | 1907.4074 | 1907.4074 | 1907.4074 |
Max Trade Drawdown | -284127 | -93923 | -271618 | -203185 | -80246 | -258642 |
Profit Factor | 7.3718 | 16.5565 | 0.565 | 1.0143 | 1.6009 | 0.5667 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Profitability (%) | 38.7755 | 44.898 | 32.6531 | 38.7755 | 44.898 | 32.6531 |
Ratio Avg Win / Avg Loss | 11.6396 | 20.3193 | 1.1654 | 1.6016 | 1.9648 | 1.1687 |
Largest Winning Trade | 4252904 | 4252904 | 45136 | 213277 | 213277 | 38260 |
Largest Losing Trade | -59020 | -58678 | -59020 | -73692 | -73692 | -59975 |
Avg Bars in Trades | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Winners | 99 | 86 | 116 | 99 | 86 | 116 |
Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
Bars Traded | 5626 | 2566 | 3060 | 5626 | 2566 | 3060 |
Profit Streak | 0 | 0 | 555.6363 | 0 | 0 | 555.6363 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452807 | 555038 | -585177 | -560400 | -291145 | -585177 |
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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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