Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359197.878 | 1330508.5665 | 28689.3115 | 1875644.4609 | 3930203.2424 | -2054558.7815 |
Total P&L (%) | 1359.1979 | 1330.5086 | 28.6893 | 1875.6445 | 3930.2032 | -2054.5588 |
Avg Daily Profit (%) | 0.7459 | 0.7301 | 0.0157 | 0.1639 | 0.203 | 0 |
Buy And Hold Return (%) | 633.1607 | 633.1607 | 633.1607 | 633.1607 | 633.1607 | 633.1607 |
Max Trade Drawdown | -171778 | -75699 | -97966 | -13087449 | -6013804 | -7303160 |
Profit Factor | 3.316 | 6.11 | 1.0879 | 1.0802 | 1.3972 | 0.8479 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 34.1463 | 34.1463 | 34.1463 | 34.1463 | 34.1463 | 34.1463 |
Ratio Avg Win / Avg Loss | 6.3951 | 11.7835 | 2.098 | 2.0832 | 2.6947 | 1.6352 |
Largest Winning Trade | 753396 | 753396 | 76340 | 6031933 | 6031933 | 3133752 |
Largest Losing Trade | -34609 | -20074 | -34609 | -2506892 | -1901423 | -2506892 |
Avg Bars in Trades | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Winners | 122 | 105 | 140 | 122 | 105 | 140 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 5358 | 2447 | 2911 | 5358 | 2447 | 2911 |
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 | -1810 | 315155 | -466483 | -141602 | 115017 | -584129 |
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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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