Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196704.397 | 1173910.4501 | 22793.9469 | 1390011.4884 | 2119366.9846 | -729355.4962 |
Total P&L (%) | 1196.7044 | 1173.9105 | 22.7939 | 1390.0115 | 2119.367 | -729.3555 |
Avg Daily Profit (%) | 0.6603 | 0.6478 | 0.0126 | 0.1492 | 0.1712 | 0 |
Buy And Hold Return (%) | 462.2015 | 462.2015 | 462.2015 | 462.2015 | 462.2015 | 462.2015 |
Max Trade Drawdown | -84138 | -63005 | -81502 | -2579431 | -1680048 | -1545042 |
Profit Factor | 2.8774 | 5.2507 | 1.0631 | 1.1321 | 1.4656 | 0.8778 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 42.3913 | 36.9565 | 47.8261 | 42.3913 | 36.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.9103 | 8.957 | 1.1597 | 1.5386 | 2.5001 | 0.9576 |
Largest Winning Trade | 718991 | 718991 | 74910 | 1971782 | 1971782 | 1157789 |
Largest Losing Trade | -65428 | -20965 | -65428 | -923127 | -640291 | -923127 |
Avg Bars in Trades | 77 | 72 | 83 | 77 | 72 | 83 |
Avg Bars in Winners | 125 | 117 | 131 | 125 | 117 | 131 |
Avg Bars in Losers | 42 | 45 | 38 | 42 | 45 | 38 |
Bars Traded | 7155 | 3333 | 3822 | 7155 | 3333 | 3822 |
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 | 405928 | 407682 | -493709 | -73365 | 118708 | -581549 |
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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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