Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316652.293 | 1275717.1105 | 40935.1825 | 2560397.0714 | 3280117.0605 | -719719.9891 |
Total P&L (%) | 1316.6523 | 1275.7171 | 40.9352 | 2560.3971 | 3280.1171 | -719.72 |
Avg Daily Profit (%) | 0.7237 | 0.7012 | 0.0225 | 0.1805 | 0.1937 | 0 |
Buy And Hold Return (%) | 588.9319 | 588.9319 | 588.9319 | 588.9319 | 588.9319 | 588.9319 |
Max Trade Drawdown | -105515 | -63790 | -86724 | -6956622 | -3508436 | -3910929 |
Profit Factor | 3.3047 | 6.5799 | 1.1195 | 1.1663 | 1.5389 | 0.9227 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 39.2405 | 41.0256 | 37.5 | 39.2405 | 41.0256 | 37.5 |
Ratio Avg Win / Avg Loss | 5.117 | 9.4585 | 1.8658 | 1.8059 | 2.2121 | 1.5378 |
Largest Winning Trade | 774223 | 774223 | 76539 | 3548181 | 3548181 | 2072548 |
Largest Losing Trade | -48272 | -24436 | -48272 | -1262490 | -1262490 | -1026264 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 112 | 97 | 128 | 112 | 97 | 128 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 5309 | 2458 | 2851 | 5309 | 2458 | 2851 |
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 | -21947 | 417571 | -421419 | -65983 | 223756 | -582833 |
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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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