Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025333.5703 | 1071000.8075 | -45667.2372 | 328665.8572 | 1011436.4287 | -682770.5715 |
Total P&L (%) | 1025.3336 | 1071.0008 | -45.6672 | 328.6659 | 1011.4364 | -682.7706 |
Avg Daily Profit (%) | 0.5614 | 0.5864 | -0.025 | 0.0797 | 0.1319 | 0 |
Buy And Hold Return (%) | 706.3374 | 706.3374 | 706.3374 | 706.3374 | 706.3374 | 706.3374 |
Max Trade Drawdown | -207007 | -140631 | -117580 | -1996651 | -1501346 | -1301921 |
Profit Factor | 2.5857 | 4.2667 | 0.8567 | 1.0584 | 1.3695 | 0.764 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 47.4359 | 51.2821 | 43.5897 | 47.4359 | 51.2821 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.8652 | 4.0534 | 1.1087 | 1.1728 | 1.3011 | 0.9887 |
Largest Winning Trade | 640338 | 640338 | 69859 | 1268860 | 1268860 | 881199 |
Largest Losing Trade | -46152 | -36585 | -46152 | -654002 | -654002 | -458119 |
Avg Bars in Trades | 42 | 54 | 31 | 42 | 54 | 31 |
Avg Bars in Winners | 51 | 60 | 40 | 51 | 60 | 40 |
Avg Bars in Losers | 34 | 47 | 23 | 34 | 47 | 23 |
Bars Traded | 3326 | 2116 | 1210 | 3326 | 2116 | 1210 |
Profit Streak | 0 | 76.2872 | 0 | 0 | 76.2872 | 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 | -48991 | 332214 | -581583 | -448378 | -46615 | -583250 |
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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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