Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306076.4071 | 1269643.7048 | 36432.7024 | 1065356.0148 | 1337160.0841 | -271804.0692 |
Total P&L (%) | 1306.0764 | 1269.6437 | 36.4327 | 1065.356 | 1337.1601 | -271.8041 |
Avg Daily Profit (%) | 0.7196 | 0.6995 | 0.0201 | 0.1354 | 0.147 | 0 |
Buy And Hold Return (%) | 559.7747 | 559.7747 | 559.7747 | 559.7747 | 559.7747 | 559.7747 |
Max Trade Drawdown | -130804 | -119813 | -50397 | -5291396 | -3864695 | -1503375 |
Profit Factor | 3.0928 | 3.5513 | 1.2881 | 1.0631 | 1.0987 | 0.9185 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 47.8261 | 38.5965 | 56.8966 | 47.8261 | 38.5965 | 56.8966 |
Ratio Avg Win / Avg Loss | 3.3739 | 5.6498 | 0.9759 | 1.1597 | 1.7479 | 0.6958 |
Largest Winning Trade | 741392 | 741392 | 15603 | 4885495 | 4885495 | 273791 |
Largest Losing Trade | -50188 | -50188 | -12712 | -1374467 | -1374467 | -422710 |
Avg Bars in Trades | 58 | 110 | 7 | 58 | 110 | 7 |
Avg Bars in Winners | 70 | 163 | 8 | 70 | 163 | 8 |
Avg Bars in Losers | 48 | 78 | 7 | 48 | 78 | 7 |
Bars Traded | 6769 | 6322 | 447 | 6769 | 6322 | 447 |
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 | 474494 | -170829 | -512359 | -171078 | -296408 | -759661 |
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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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