Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1863612.2758 | 1819531.5602 | 44080.7156 | 864740.6794 | -37232.9481 | 901973.6276 |
Total P&L (%) | 1863.6123 | 1819.5316 | 44.0807 | 864.7407 | -37.2329 | 901.9736 |
Avg Daily Profit (%) | 1.0433 | 1.0186 | 0.0247 | 0.127 | -0.0261 | 0.1291 |
Buy And Hold Return (%) | 244.6769 | 244.6769 | 244.6769 | 244.6769 | 244.6769 | 244.6769 |
Max Trade Drawdown | -119120 | -116887 | -107402 | -3065755 | -2726623 | -1319821 |
Profit Factor | 4.2884 | 7.2448 | 1.1601 | 1.0737 | 0.9942 | 1.1695 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 32.1429 | 32.1429 | 32.1429 | 32.1429 | 32.1429 | 32.1429 |
Ratio Avg Win / Avg Loss | 9.0533 | 15.2946 | 2.4491 | 2.2667 | 2.0988 | 2.4689 |
Largest Winning Trade | 1082771 | 1082771 | 61299 | 1389012 | 1389012 | 1110306 |
Largest Losing Trade | -79758 | -39187 | -79758 | -1018899 | -630128 | -1018899 |
Avg Bars in Trades | 46 | 39 | 52 | 46 | 39 | 52 |
Avg Bars in Winners | 103 | 78 | 128 | 103 | 78 | 128 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 5177 | 2215 | 2962 | 5177 | 2215 | 2962 |
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 | 504122 | -165393 | -556278 | -170701 | -765277 | -243014 |
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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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