Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1605091.1445 | 1570337.0432 | 34754.1013 | 1346080.0241 | 1846407.3678 | -500327.3437 |
Total P&L (%) | 1605.0911 | 1570.337 | 34.7541 | 1346.08 | 1846.4074 | -500.3273 |
Avg Daily Profit (%) | 0.8836 | 0.8645 | 0.0191 | 0.1472 | 0.1636 | 0 |
Buy And Hold Return (%) | 621.6236 | 621.6236 | 621.6236 | 621.6236 | 621.6236 | 621.6236 |
Max Trade Drawdown | -134354 | -129214 | -68281 | -4555578 | -3775625 | -1605517 |
Profit Factor | 2.7892 | 3.9245 | 1.0965 | 1.0944 | 1.2088 | 0.9076 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 37.0588 | 30.5882 | 43.5294 | 37.0588 | 30.5882 | 43.5294 |
Ratio Avg Win / Avg Loss | 4.7373 | 8.9056 | 1.4225 | 1.8588 | 2.7431 | 1.1774 |
Largest Winning Trade | 1077842 | 1077842 | 56020 | 2618360 | 2618360 | 1010276 |
Largest Losing Trade | -26736 | -26736 | -19438 | -771966 | -771966 | -574898 |
Avg Bars in Trades | 62 | 77 | 48 | 62 | 77 | 48 |
Avg Bars in Winners | 111 | 160 | 77 | 111 | 160 | 77 |
Avg Bars in Losers | 33 | 40 | 25 | 33 | 40 | 25 |
Bars Traded | 10667 | 6585 | 4082 | 10667 | 6585 | 4082 |
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 | 393735 | 317525 | -450287 | -121620 | -2649 | -581954 |
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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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