Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965492.0841 | 998938.3989 | -33446.3148 | 535628.5577 | 1245619.1588 | -709990.6012 |
Total P&L (%) | 965.4921 | 998.9384 | -33.4463 | 535.6286 | 1245.6192 | -709.9906 |
Avg Daily Profit (%) | 0.532 | 0.5504 | -0.0184 | 0.102 | 0.1433 | 0 |
Buy And Hold Return (%) | 581.8995 | 581.8995 | 581.8995 | 581.8995 | 581.8995 | 581.8995 |
Max Trade Drawdown | -121587 | -69053 | -140597 | -690565 | -521377 | -801253 |
Profit Factor | 2.4144 | 4.5306 | 0.9163 | 1.145 | 1.8449 | 0.68 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 41.3793 | 46.5116 | 36.3636 | 41.3793 | 46.5116 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.4203 | 5.2102 | 1.6036 | 1.6222 | 2.1216 | 1.1899 |
Largest Winning Trade | 684586 | 684586 | 77934 | 730731 | 730731 | 263454 |
Largest Losing Trade | -40651 | -33241 | -40651 | -335050 | -335050 | -239905 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 94 | 74 | 118 | 94 | 74 | 118 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 5334 | 2464 | 2870 | 5334 | 2464 | 2870 |
Profit Streak | 0 | 106.5151 | 0 | 0 | 106.5151 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 114978 | 336881 | -583244 | -285216 | -4091 | -584355 |
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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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