Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230241.2619 | 1219994.4836 | 10246.7782 | 831190.6417 | 1248259.7332 | -417069.0914 |
Total P&L (%) | 1230.2413 | 1219.9945 | 10.2468 | 831.1906 | 1248.2597 | -417.0691 |
Avg Daily Profit (%) | 0.6779 | 0.6723 | 0.0056 | 0.123 | 0.1435 | 0 |
Buy And Hold Return (%) | 512.1795 | 512.1795 | 512.1795 | 512.1795 | 512.1795 | 512.1795 |
Max Trade Drawdown | -119444 | -141255 | -25437 | -3515768 | -3614727 | -521921 |
Profit Factor | 3.037 | 3.3336 | 1.1263 | 1.0803 | 1.1379 | 0.6778 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 40.3361 | 38.9831 | 41.6667 | 40.3361 | 38.9831 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.4923 | 5.2179 | 1.5768 | 1.598 | 1.7811 | 0.949 |
Largest Winning Trade | 682006 | 682006 | 16862 | 2324444 | 2324444 | 110691 |
Largest Losing Trade | -58070 | -58070 | -7100 | -1145442 | -1145442 | -199475 |
Avg Bars in Trades | 44 | 87 | 1 | 44 | 87 | 1 |
Avg Bars in Winners | 60 | 124 | 1 | 60 | 124 | 1 |
Avg Bars in Losers | 33 | 63 | 1 | 33 | 63 | 1 |
Bars Traded | 5249 | 5161 | 88 | 5249 | 5161 | 88 |
Profit Streak | 0 | 39.3077 | 0 | 0 | 39.3077 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369822 | -166589 | -604007 | -172238 | -253514 | -753199 |
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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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