Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514513.1378 | 586493.2205 | -71980.0828 | 499874.4647 | 12040400.5627 | -11540526.098 |
Total P&L (%) | 514.5131 | 586.4932 | -71.9801 | 499.8745 | 12040.4006 | -11540.5261 |
Avg Daily Profit (%) | 0.2842 | 0.324 | -0.0398 | 0.099 | 0.2654 | 0 |
Buy And Hold Return (%) | 1635.8974 | 1635.8974 | 1635.8974 | 1635.8974 | 1635.8974 | 1635.8974 |
Max Trade Drawdown | -184312 | -99717 | -231888 | -11565004 | -2808549 | -14047888 |
Profit Factor | 1.4437 | 2.1791 | 0.8913 | 1.0131 | 1.815 | 0.508 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 118 | 67 | 51 | 118 | 67 | 51 |
Losing Trades | 117 | 51 | 66 | 117 | 51 | 66 |
Profitability (%) | 50.2128 | 56.7797 | 43.5897 | 50.2128 | 56.7797 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.4315 | 1.6587 | 1.1534 | 1.0045 | 1.3816 | 0.6574 |
Largest Winning Trade | 97954 | 97954 | 79938 | 2527983 | 2527983 | 2207116 |
Largest Losing Trade | -41533 | -35868 | -41533 | -2182215 | -2182215 | -2099477 |
Avg Bars in Trades | 90 | 79 | 101 | 90 | 79 | 101 |
Avg Bars in Winners | 111 | 79 | 153 | 111 | 79 | 153 |
Avg Bars in Losers | 69 | 79 | 61 | 69 | 79 | 61 |
Bars Traded | 21326 | 9396 | 11930 | 21326 | 9396 | 11930 |
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 | -154801 | -151896 | -581847 | -431461 | 416426 | -583514 |
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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) |
---|