Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932691.8311 | 823847.5202 | 108844.3109 | 3720237.154 | 5704436.4379 | -1984199.2839 |
Total P&L (%) | 932.6918 | 823.8475 | 108.8443 | 3720.2372 | 5704.4364 | -1984.1993 |
Avg Daily Profit (%) | 0.5163 | 0.456 | 0.0603 | 0.2019 | 0.2251 | 0 |
Buy And Hold Return (%) | 384.1458 | 384.1458 | 384.1458 | 384.1458 | 384.1458 | 384.1458 |
Max Trade Drawdown | -103581 | -82799 | -66101 | -8920113 | -6510463 | -5295528 |
Profit Factor | 2.5151 | 3.8709 | 1.3312 | 1.1698 | 1.5689 | 0.833 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Losing Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Profitability (%) | 51.1765 | 55.2941 | 47.0588 | 51.1765 | 55.2941 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3995 | 3.1296 | 1.4976 | 1.116 | 1.2684 | 0.9371 |
Largest Winning Trade | 450858 | 450858 | 73551 | 5301615 | 5301615 | 1834216 |
Largest Losing Trade | -24395 | -24395 | -22872 | -2315767 | -1882241 | -2315767 |
Avg Bars in Trades | 62 | 56 | 67 | 62 | 56 | 67 |
Avg Bars in Winners | 89 | 79 | 102 | 89 | 79 | 102 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 10564 | 4822 | 5741 | 10564 | 4822 | 5741 |
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 | 451536 | 418603 | -279445 | -24657 | 372181 | -582248 |
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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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