Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137528.5871 | 1129774.7265 | 7753.8606 | 1101113.6668 | 1752964.3449 | -651850.6781 |
Total P&L (%) | 1137.5286 | 1129.7747 | 7.7539 | 1101.1137 | 1752.9643 | -651.8507 |
Avg Daily Profit (%) | 0.624 | 0.6197 | 0.0043 | 0.1365 | 0.1603 | 0 |
Buy And Hold Return (%) | 736.2791 | 736.2791 | 736.2791 | 736.2791 | 736.2791 | 736.2791 |
Max Trade Drawdown | -120379 | -79183 | -64384 | -2766239 | -1693602 | -1595403 |
Profit Factor | 2.8703 | 4.849 | 1.0246 | 1.1595 | 1.5047 | 0.8101 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.8703 | 4.2429 | 1.171 | 1.1595 | 1.3166 | 0.9258 |
Largest Winning Trade | 594328 | 594328 | 73051 | 2317071 | 2317071 | 620746 |
Largest Losing Trade | -48768 | -48768 | -35002 | -1120826 | -1120826 | -612146 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 3467 | 1643 | 1824 | 3467 | 1643 | 1824 |
Profit Streak | 0 | 104.234 | 0 | 0 | 104.234 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268527 | 373532 | -547565 | -66953 | 206714 | -582008 |
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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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