Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321841.1423 | 1273650.9147 | 48190.2276 | 3146584.866 | 3356528.3195 | -209943.4536 |
Total P&L (%) | 1321.8411 | 1273.6509 | 48.1902 | 3146.5849 | 3356.5283 | -209.9435 |
Avg Daily Profit (%) | 0.7285 | 0.7019 | 0.0266 | 0.192 | 0.1954 | 0 |
Buy And Hold Return (%) | 557.0491 | 557.0491 | 557.0491 | 557.0491 | 557.0491 | 557.0491 |
Max Trade Drawdown | -124695 | -63691 | -74860 | -6219623 | -3323500 | -3352519 |
Profit Factor | 3.6095 | 6.182 | 1.1848 | 1.213 | 1.4594 | 0.9719 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 37.3333 | 32.4324 | 42.1053 | 37.3333 | 32.4324 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.0588 | 12.8791 | 1.6291 | 2.0361 | 3.0404 | 1.3363 |
Largest Winning Trade | 669669 | 669669 | 75733 | 3864639 | 3864639 | 2127781 |
Largest Losing Trade | -32025 | -25500 | -32025 | -1759841 | -1759841 | -1195720 |
Avg Bars in Trades | 93 | 87 | 99 | 93 | 87 | 99 |
Avg Bars in Winners | 172 | 164 | 177 | 172 | 164 | 177 |
Avg Bars in Losers | 47 | 50 | 42 | 47 | 50 | 42 |
Bars Traded | 7036 | 3251 | 3785 | 7036 | 3251 | 3785 |
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 | -51276 | 325809 | -342359 | -58471 | 96904 | -582168 |
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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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