Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6103528.7509 | 6291780.2191 | -188251.4682 | -59188.8392 | 146545.6378 | -205734.477 |
Total P&L (%) | 6103.5288 | 6291.7802 | -188.2515 | -59.1888 | 146.5456 | -205.7345 |
Avg Daily Profit (%) | 3.1077 | 3.2036 | -0.0959 | -0.0456 | 0.046 | 0 |
Buy And Hold Return (%) | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 |
Max Trade Drawdown | -298475 | -122786 | -232332 | -284095 | -127723 | -240096 |
Profit Factor | 8.1012 | 16.5381 | 0.5859 | 0.9292 | 1.4287 | 0.5838 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 37.2727 | 36.3636 | 38.1818 | 37.2727 | 36.3636 | 38.1818 |
Ratio Avg Win / Avg Loss | 13.6337 | 28.9417 | 0.9486 | 1.5638 | 2.5002 | 0.9452 |
Largest Winning Trade | 6397137 | 6397137 | 48412 | 208060 | 208060 | 86868 |
Largest Losing Trade | -62716 | -50883 | -62716 | -162108 | -51019 | -162108 |
Avg Bars in Trades | 51 | 74 | 28 | 51 | 74 | 28 |
Avg Bars in Winners | 84 | 142 | 28 | 84 | 142 | 28 |
Avg Bars in Losers | 31 | 35 | 28 | 31 | 35 | 28 |
Bars Traded | 5645 | 4087 | 1558 | 5645 | 4087 | 1558 |
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 | 604722 | -163988 | -765151 | -582657 | -480964 | -765151 |
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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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