Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311652.0208 | 1372366.0781 | -60714.0573 | -58890.7582 | 373805.5573 | -432696.3155 |
Total P&L (%) | 1311.652 | 1372.3661 | -60.7141 | -58.8908 | 373.8056 | -432.6963 |
Avg Daily Profit (%) | 0.6297 | 0.6588 | -0.0291 | -0.0427 | 0.0747 | 0 |
Buy And Hold Return (%) | 41.5385 | 41.5385 | 41.5385 | 41.5385 | 41.5385 | 41.5385 |
Max Trade Drawdown | -282402 | -271191 | -70085 | -2855594 | -2877829 | -516275 |
Profit Factor | 2.4748 | 2.8263 | 0.5597 | 0.9877 | 1.0942 | 0.4747 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 30.3704 | 28.3582 | 32.3529 | 30.3704 | 28.3582 | 32.3529 |
Ratio Avg Win / Avg Loss | 5.674 | 7.1401 | 1.1703 | 2.2645 | 2.7642 | 0.9925 |
Largest Winning Trade | 1203209 | 1203209 | 9378 | 1789891 | 1789891 | 205906 |
Largest Losing Trade | -60070 | -60070 | -17947 | -616119 | -616119 | -279931 |
Avg Bars in Trades | 182 | 362 | 5 | 182 | 362 | 5 |
Avg Bars in Winners | 381 | 812 | 9 | 381 | 812 | 9 |
Avg Bars in Losers | 95 | 183 | 4 | 95 | 183 | 4 |
Bars Traded | 24657 | 24256 | 401 | 24657 | 24256 | 401 |
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 | 329421 | -114617 | -695154 | -585276 | -340992 | -696821 |
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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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