Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534174.0475 | 1511198.2048 | 22975.8427 | 1740086.8113 | 6658596.58 | -4918509.7687 |
Total P&L (%) | 1534.174 | 1511.1982 | 22.9758 | 1740.0868 | 6658.5966 | -4918.5098 |
Avg Daily Profit (%) | 0.8413 | 0.8287 | 0.0126 | 0.1598 | 0.2313 | 0 |
Buy And Hold Return (%) | 752.2485 | 752.2485 | 752.2485 | 752.2485 | 752.2485 | 752.2485 |
Max Trade Drawdown | -129389 | -81672 | -104443 | -7239516 | -4265731 | -7998919 |
Profit Factor | 2.8926 | 4.9869 | 1.0532 | 1.0582 | 1.5251 | 0.714 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 42.9752 | 45 | 40.9836 | 42.9752 | 45 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.8382 | 6.0951 | 1.5167 | 1.4042 | 1.864 | 1.0282 |
Largest Winning Trade | 1163363 | 1163363 | 65938 | 3588201 | 3588201 | 1416876 |
Largest Losing Trade | -27290 | -23825 | -27290 | -2002784 | -1279705 | -2002784 |
Avg Bars in Trades | 88 | 78 | 97 | 88 | 78 | 97 |
Avg Bars in Winners | 140 | 119 | 162 | 140 | 119 | 162 |
Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
Bars Traded | 10652 | 4690 | 5962 | 10652 | 4690 | 5962 |
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 | 348759 | -156978 | -668108 | -155989 | -160249 | -744575 |
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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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