Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2011109.5165 | 2026101.1193 | -14991.6028 | 271256.9827 | 4186652.4905 | -3915395.5078 |
Total P&L (%) | 2011.1095 | 2026.1011 | -14.9916 | 271.257 | 4186.6525 | -3915.3955 |
Avg Daily Profit (%) | 0.9096 | 0.9164 | -0.0068 | 0.0593 | 0.1701 | 0 |
Buy And Hold Return (%) | 481.8312 | 481.8312 | 481.8312 | 481.8312 | 481.8312 | 481.8312 |
Max Trade Drawdown | -118114 | -72468 | -108447 | -5154994 | -1345790 | -4223652 |
Profit Factor | 3.518 | 6.219 | 0.9635 | 1.0251 | 2.05 | 0.4265 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 31.6832 | 33.3333 | 30 | 31.6832 | 33.3333 | 30 |
Ratio Avg Win / Avg Loss | 7.5856 | 12.438 | 2.2481 | 2.2103 | 4.0999 | 0.9953 |
Largest Winning Trade | 1874274 | 1874274 | 47503 | 5246338 | 5246338 | 595973 |
Largest Losing Trade | -69791 | -37670 | -69791 | -3856832 | -628875 | -3856832 |
Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Winners | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 4152 | 2328 | 1823 | 4152 | 2328 | 1823 |
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 | 397699 | -166781 | -766111 | -478138 | -174857 | -768888 |
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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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