Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097870.2011 | 1077908.8674 | 19961.3337 | 1861046.9944 | 2959121.194 | -1098074.1996 |
Total P&L (%) | 1097.8702 | 1077.9089 | 19.9613 | 1861.047 | 2959.1212 | -1098.0742 |
Avg Daily Profit (%) | 0.5949 | 0.5841 | 0.0108 | 0.1614 | 0.1855 | 0 |
Buy And Hold Return (%) | 401.3954 | 401.3954 | 401.3954 | 401.3954 | 401.3954 | 401.3954 |
Max Trade Drawdown | -107412 | -78952 | -106952 | -2904876 | -1910602 | -1592600 |
Profit Factor | 2.7696 | 5.0918 | 1.0559 | 1.1809 | 1.6876 | 0.8165 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 38.0952 | 43.3962 | 32.6923 | 38.0952 | 43.3962 | 32.6923 |
Ratio Avg Win / Avg Loss | 4.5007 | 6.6415 | 2.174 | 1.919 | 2.2013 | 1.681 |
Largest Winning Trade | 595463 | 595463 | 76802 | 2090510 | 2090510 | 1227444 |
Largest Losing Trade | -47354 | -23873 | -47354 | -835918 | -802797 | -835918 |
Avg Bars in Trades | 205 | 148 | 263 | 205 | 148 | 263 |
Avg Bars in Winners | 380 | 235 | 576 | 380 | 235 | 576 |
Avg Bars in Losers | 97 | 81 | 111 | 97 | 81 | 111 |
Bars Traded | 21564 | 7874 | 13690 | 21564 | 7874 | 13690 |
Profit Streak | 32.7324 | 44.5657 | 0 | 32.7324 | 44.5657 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343539 | -165843 | -689129 | -18154 | -170524 | -765064 |
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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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