Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1997704.2732 | 1918490.0782 | 79214.195 | 1851156.3524 | 2628358.4115 | -777202.0592 |
Total P&L (%) | 1997.7043 | 1918.4901 | 79.2142 | 1851.1564 | 2628.3584 | -777.2021 |
Avg Daily Profit (%) | 1.1131 | 1.069 | 0.0441 | 0.1657 | 0.1844 | 0 |
Buy And Hold Return (%) | 381.3025 | 381.3025 | 381.3025 | 381.3025 | 381.3025 | 381.3025 |
Max Trade Drawdown | -117655 | -84859 | -133286 | -3147354 | -2779089 | -3546593 |
Profit Factor | 4.5392 | 8.7858 | 1.2491 | 1.137 | 1.4292 | 0.8948 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 51.2821 | 43.5897 | 58.9744 | 51.2821 | 43.5897 | 58.9744 |
Ratio Avg Win / Avg Loss | 4.3122 | 11.3699 | 0.8689 | 1.0802 | 1.8495 | 0.6224 |
Largest Winning Trade | 1008963 | 1008963 | 69180 | 3789900 | 3789900 | 1311939 |
Largest Losing Trade | -74526 | -33705 | -74526 | -2447645 | -1381259 | -2447645 |
Avg Bars in Trades | 66 | 53 | 79 | 66 | 53 | 79 |
Avg Bars in Winners | 90 | 79 | 99 | 90 | 79 | 99 |
Avg Bars in Losers | 40 | 33 | 49 | 40 | 33 | 49 |
Bars Traded | 5177 | 2095 | 3082 | 5177 | 2095 | 3082 |
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 | -18890 | 653150 | -300442 | -102134 | 264423 | -579594 |
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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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