Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537506.2162 | 1452837.0641 | 84669.1521 | 6213257.1032 | 6543042.1393 | -329785.036 |
Total P&L (%) | 1537.5062 | 1452.8371 | 84.6692 | 6213.2571 | 6543.0421 | -329.785 |
Avg Daily Profit (%) | 0.848 | 0.8013 | 0.0467 | 0.2289 | 0.2317 | 0 |
Buy And Hold Return (%) | 554.4049 | 554.4049 | 554.4049 | 554.4049 | 554.4049 | 554.4049 |
Max Trade Drawdown | -84697 | -61300 | -54854 | -7512859 | -5957029 | -5122921 |
Profit Factor | 3.39 | 5.8981 | 1.2442 | 1.199 | 1.4477 | 0.9801 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 42.7273 | 38.1818 | 47.2727 | 42.7273 | 38.1818 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.5441 | 9.5493 | 1.3878 | 1.6072 | 2.344 | 1.0932 |
Largest Winning Trade | 924903 | 924903 | 75610 | 7111867 | 7111867 | 3996189 |
Largest Losing Trade | -48988 | -24099 | -48988 | -2304588 | -2095896 | -2304588 |
Avg Bars in Trades | 195 | 184 | 205 | 195 | 184 | 205 |
Avg Bars in Winners | 323 | 310 | 333 | 323 | 310 | 333 |
Avg Bars in Losers | 99 | 106 | 91 | 99 | 106 | 91 |
Bars Traded | 21451 | 10125 | 11326 | 21451 | 10125 | 11326 |
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 | 498306 | -166479 | -477689 | 188298 | -174244 | -760227 |
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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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