Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537812.1748 | 1587228.2638 | -49416.089 | 175501.5926 | 736537.6901 | -561036.0975 |
Total P&L (%) | 1537.8122 | 1587.2283 | -49.4161 | 175.5016 | 736.5377 | -561.0361 |
Avg Daily Profit (%) | 0.8446 | 0.8717 | -0.0271 | 0.0557 | 0.1167 | 0 |
Buy And Hold Return (%) | 667.2517 | 667.2517 | 667.2517 | 667.2517 | 667.2517 | 667.2517 |
Max Trade Drawdown | -180503 | -117258 | -154677 | -1023304 | -677344 | -663745 |
Profit Factor | 2.9277 | 5.7488 | 0.8934 | 1.0441 | 1.3986 | 0.7364 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 37.7358 | 39.6226 | 35.8491 | 37.7358 | 39.6226 | 35.8491 |
Ratio Avg Win / Avg Loss | 4.8306 | 8.7601 | 1.5987 | 1.7228 | 2.1312 | 1.3178 |
Largest Winning Trade | 1370982 | 1370982 | 62722 | 935627 | 935627 | 300718 |
Largest Losing Trade | -56012 | -35316 | -56012 | -393217 | -393217 | -277874 |
Avg Bars in Trades | 67 | 58 | 75 | 67 | 58 | 75 |
Avg Bars in Winners | 109 | 85 | 135 | 109 | 85 | 135 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 7139 | 3120 | 4019 | 7139 | 3120 | 4019 |
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 | 340202 | -166882 | -763558 | -459703 | -352517 | -764669 |
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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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