Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305772.5556 | 1245196.7972 | 60575.7584 | 509622.2678 | -292916.1071 | 802538.3749 |
Total P&L (%) | 1305.7726 | 1245.1968 | 60.5758 | 509.6223 | -292.9161 | 802.5384 |
Avg Daily Profit (%) | 0.6998 | 0.6673 | 0.0325 | 0.0969 | 0 | 0.118 |
Buy And Hold Return (%) | 50.1832 | 50.1832 | 50.1832 | 50.1832 | 50.1832 | 50.1832 |
Max Trade Drawdown | -96948 | -115228 | -46771 | -1982785 | -2264539 | -614443 |
Profit Factor | 3.373 | 5.2116 | 1.2379 | 1.0677 | 0.9343 | 1.2616 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 48.4536 | 44.898 | 52.0833 | 48.4536 | 44.898 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.5883 | 6.396 | 1.1389 | 1.1359 | 1.1467 | 1.1607 |
Largest Winning Trade | 1208638 | 1208638 | 56503 | 1156132 | 1156132 | 633461 |
Largest Losing Trade | -40357 | -40357 | -31752 | -485781 | -470257 | -485781 |
Avg Bars in Trades | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Winners | 50 | 43 | 56 | 50 | 43 | 56 |
Avg Bars in Losers | 23 | 30 | 15 | 23 | 30 | 15 |
Bars Traded | 3557 | 1771 | 1786 | 3557 | 1771 | 1786 |
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 | 662985 | 651387 | -250807 | -209556 | -580999 | -34887 |
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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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