Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317810.879 | 1287320.3131 | 30490.5659 | 2154381.1135 | 3989623.3809 | -1835242.2674 |
Total P&L (%) | 1317.8109 | 1287.3203 | 30.4906 | 2154.3811 | 3989.6234 | -1835.2423 |
Avg Daily Profit (%) | 0.7271 | 0.7103 | 0.0168 | 0.1721 | 0.205 | 0 |
Buy And Hold Return (%) | 548.6444 | 548.6444 | 548.6444 | 548.6444 | 548.6444 | 548.6444 |
Max Trade Drawdown | -124933 | -70554 | -70786 | -8853514 | -4841533 | -4234889 |
Profit Factor | 3.3252 | 6.0301 | 1.0981 | 1.1119 | 1.5035 | 0.8379 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.9753 | 41.4634 | 42.5 | 41.9753 | 41.4634 | 42.5 |
Ratio Avg Win / Avg Loss | 4.5965 | 8.5131 | 1.4857 | 1.5371 | 2.1226 | 1.1337 |
Largest Winning Trade | 740850 | 740850 | 76886 | 5786149 | 5786149 | 2425091 |
Largest Losing Trade | -31752 | -26878 | -31752 | -2279947 | -1312056 | -2279947 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 102 | 92 | 111 | 102 | 92 | 111 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 5258 | 2472 | 2786 | 5258 | 2472 | 2786 |
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 | -4706 | 470299 | -451666 | -110172 | 260457 | -581999 |
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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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