Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222325.4034 | 1182951.3891 | 39374.0144 | 2693282.8772 | 3253781.086 | -560498.2088 |
Total P&L (%) | 1222.3254 | 1182.9514 | 39.374 | 2693.2829 | 3253.7811 | -560.4982 |
Avg Daily Profit (%) | 0.6748 | 0.653 | 0.0217 | 0.184 | 0.1941 | 0 |
Buy And Hold Return (%) | 495.356 | 495.356 | 495.356 | 495.356 | 495.356 | 495.356 |
Max Trade Drawdown | -119064 | -63216 | -66169 | -5989905 | -3472324 | -2721072 |
Profit Factor | 3.4087 | 6.2061 | 1.1405 | 1.188 | 1.4841 | 0.9263 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 39.1304 | 38.2353 | 40 | 39.1304 | 38.2353 | 40 |
Ratio Avg Win / Avg Loss | 5.3025 | 10.0252 | 1.7108 | 1.848 | 2.3975 | 1.3895 |
Largest Winning Trade | 597715 | 597715 | 75418 | 4878990 | 4878990 | 2195675 |
Largest Losing Trade | -24879 | -23025 | -24879 | -1430401 | -1430401 | -1156012 |
Avg Bars in Trades | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Winners | 181 | 159 | 201 | 181 | 159 | 201 |
Avg Bars in Losers | 52 | 56 | 48 | 52 | 56 | 48 |
Bars Traded | 7087 | 3256 | 3831 | 7087 | 3256 | 3831 |
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 | -95662 | 415582 | -398360 | -116292 | 195391 | -583009 |
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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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