Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575600.1926 | 1554493.0867 | 21107.1059 | 1469797.4506 | 6398626.908 | -4928829.4574 |
Total P&L (%) | 1575.6002 | 1554.4931 | 21.1071 | 1469.7975 | 6398.6269 | -4928.8295 |
Avg Daily Profit (%) | 0.8667 | 0.8551 | 0.0116 | 0.1516 | 0.2299 | 0 |
Buy And Hold Return (%) | 672.2267 | 672.2267 | 672.2267 | 672.2267 | 672.2267 | 672.2267 |
Max Trade Drawdown | -125914 | -81261 | -114728 | -8220842 | -3394422 | -8427547 |
Profit Factor | 3.018 | 5.3341 | 1.05 | 1.0586 | 1.6702 | 0.6823 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 44.7154 | 45.9016 | 43.5484 | 44.7154 | 45.9016 | 43.5484 |
Ratio Avg Win / Avg Loss | 3.7313 | 6.2866 | 1.3611 | 1.3089 | 1.9685 | 0.8845 |
Largest Winning Trade | 1238165 | 1238165 | 63627 | 3869198 | 3869198 | 1060787 |
Largest Losing Trade | -29251 | -23825 | -29251 | -2159625 | -1020407 | -2159625 |
Avg Bars in Trades | 85 | 76 | 94 | 85 | 76 | 94 |
Avg Bars in Winners | 137 | 118 | 158 | 137 | 118 | 158 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 10550 | 4663 | 5887 | 10550 | 4663 | 5887 |
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 | 455878 | -146826 | -665593 | -155767 | -151817 | -737745 |
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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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