Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236578.6656 | 1207366.6885 | 29211.9771 | 1562333.6002 | 2666152.076 | -1103818.4758 |
Total P&L (%) | 1236.5787 | 1207.3667 | 29.212 | 1562.3336 | 2666.1521 | -1103.8185 |
Avg Daily Profit (%) | 0.6824 | 0.6663 | 0.0161 | 0.1552 | 0.1834 | 0 |
Buy And Hold Return (%) | 497.8274 | 497.8274 | 497.8274 | 497.8274 | 497.8274 | 497.8274 |
Max Trade Drawdown | -117342 | -57197 | -95871 | -4352096 | -2449235 | -2095410 |
Profit Factor | 3.075 | 5.7358 | 1.0857 | 1.1402 | 1.5903 | 0.8335 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 41.9753 | 37.5 | 46.3415 | 41.9753 | 37.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.2507 | 9.5597 | 1.2571 | 1.5761 | 2.6505 | 0.9651 |
Largest Winning Trade | 774570 | 774570 | 74850 | 2422802 | 2422802 | 1531883 |
Largest Losing Trade | -65517 | -21074 | -65517 | -1282542 | -463188 | -1282542 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 106 | 97 | 112 | 106 | 97 | 112 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 5312 | 2461 | 2851 | 5312 | 2461 | 2851 |
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 | -5024 | 412964 | -464772 | -79981 | 177676 | -582165 |
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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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