Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508138.6322 | 1458093.8468 | 50044.7854 | 3461717.8934 | 4191712.2517 | -729994.3583 |
Total P&L (%) | 1508.1386 | 1458.0938 | 50.0448 | 3461.7179 | 4191.7123 | -729.9944 |
Avg Daily Profit (%) | 0.8312 | 0.8037 | 0.0276 | 0.1971 | 0.2074 | 0 |
Buy And Hold Return (%) | 575.9745 | 575.9745 | 575.9745 | 575.9745 | 575.9745 | 575.9745 |
Max Trade Drawdown | -108637 | -75497 | -97563 | -8233294 | -6855572 | -3464527 |
Profit Factor | 3.126 | 5.0045 | 1.1449 | 1.1067 | 1.2403 | 0.9513 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 30.4348 | 26.25 | 34.5679 | 30.4348 | 26.25 | 34.5679 |
Ratio Avg Win / Avg Loss | 7.1451 | 14.0602 | 2.1672 | 2.5297 | 3.4847 | 1.8007 |
Largest Winning Trade | 1047200 | 1047200 | 70489 | 4666043 | 4666043 | 2754640 |
Largest Losing Trade | -20630 | -20244 | -20630 | -1396857 | -1396857 | -1344013 |
Avg Bars in Trades | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Winners | 73 | 85 | 64 | 73 | 85 | 64 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 5241 | 2855 | 2386 | 5241 | 2855 | 2386 |
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 | 322227 | -26323 | -399466 | -101412 | -34832 | -595681 |
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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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