Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547923.2089 | 1553964.6665 | -6041.4576 | 702563.0552 | 1310953.1311 | -608390.0759 |
Total P&L (%) | 1547.9232 | 1553.9647 | -6.0415 | 702.5631 | 1310.9531 | -608.3901 |
Avg Daily Profit (%) | 0.6858 | 0.6885 | -0.0027 | 0.0923 | 0.1173 | 0 |
Buy And Hold Return (%) | 446.1316 | 446.1316 | 446.1316 | 446.1316 | 446.1316 | 446.1316 |
Max Trade Drawdown | -172476 | -85758 | -130612 | -2212870 | -1438593 | -1637727 |
Profit Factor | 2.8828 | 4.56 | 0.9843 | 1.0823 | 1.2951 | 0.8515 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 36.7925 | 35.8491 | 37.7358 | 36.7925 | 35.8491 | 37.7358 |
Ratio Avg Win / Avg Loss | 4.9525 | 8.16 | 1.6242 | 1.8593 | 2.3175 | 1.4049 |
Largest Winning Trade | 1312266 | 1312266 | 51352 | 1190374 | 1190374 | 739890 |
Largest Losing Trade | -39180 | -32218 | -39180 | -1181459 | -399123 | -1181459 |
Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Winners | 115 | 124 | 107 | 115 | 124 | 107 |
Avg Bars in Losers | 23 | 27 | 18 | 23 | 27 | 18 |
Bars Traded | 6067 | 3303 | 2764 | 6067 | 3303 | 2764 |
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 | 365257 | -168554 | -762824 | -212789 | -223493 | -763936 |
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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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