Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501287.9938 | 1472896.5411 | 28391.4527 | 1805268.7572 | 4598922.9001 | -2793654.1429 |
Total P&L (%) | 1501.288 | 1472.8965 | 28.3915 | 1805.2688 | 4598.9229 | -2793.6541 |
Avg Daily Profit (%) | 0.824 | 0.8084 | 0.0156 | 0.1619 | 0.2115 | 0 |
Buy And Hold Return (%) | 655.6474 | 655.6474 | 655.6474 | 655.6474 | 655.6474 | 655.6474 |
Max Trade Drawdown | -115098 | -93855 | -72966 | -5601733 | -3692784 | -4099991 |
Profit Factor | 2.9324 | 5.119 | 1.0677 | 1.0828 | 1.4817 | 0.772 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 42.0168 | 44.0678 | 40 | 42.0168 | 44.0678 | 40 |
Ratio Avg Win / Avg Loss | 4.0467 | 6.4972 | 1.6016 | 1.4943 | 1.8806 | 1.158 |
Largest Winning Trade | 1150883 | 1150883 | 66205 | 2032068 | 2032068 | 1165824 |
Largest Losing Trade | -29251 | -21531 | -29251 | -1582344 | -1275687 | -1582344 |
Avg Bars in Trades | 59 | 53 | 64 | 59 | 53 | 64 |
Avg Bars in Winners | 98 | 85 | 112 | 98 | 85 | 112 |
Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
Bars Traded | 7032 | 3143 | 3889 | 7032 | 3143 | 3889 |
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 | 397462 | -163177 | -656088 | -127846 | -168545 | -752458 |
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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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