Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107486.9771 | 1104648.8638 | 2838.1133 | 1023807.8098 | 1393867.3468 | -370059.5371 |
Total P&L (%) | 1107.487 | 1104.6489 | 2.8381 | 1023.8078 | 1393.8673 | -370.0595 |
Avg Daily Profit (%) | 0.6112 | 0.6096 | 0.0016 | 0.1336 | 0.1493 | 0 |
Buy And Hold Return (%) | 488.4603 | 488.4603 | 488.4603 | 488.4603 | 488.4603 | 488.4603 |
Max Trade Drawdown | -139317 | -78673 | -109287 | -1581199 | -1017213 | -918134 |
Profit Factor | 2.9452 | 4.9686 | 1.0098 | 1.2215 | 1.6188 | 0.8439 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 40 | 42.8571 | 37.1429 | 40 | 42.8571 | 37.1429 |
Ratio Avg Win / Avg Loss | 4.4178 | 6.6248 | 1.7088 | 1.8322 | 2.1584 | 1.4281 |
Largest Winning Trade | 613655 | 613655 | 74050 | 1215020 | 1215020 | 602865 |
Largest Losing Trade | -39302 | -39302 | -32957 | -453172 | -453172 | -406910 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 87 | 74 | 102 | 87 | 74 | 102 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 3527 | 1620 | 1907 | 3527 | 1620 | 1907 |
Profit Streak | 0 | 99.1212 | 0 | 0 | 99.1212 | 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 | -90596 | 444101 | -570193 | -122450 | 169900 | -584121 |
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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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