Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073545.6648 | 1061428.7035 | 12116.9613 | 452112.7835 | 1173210.0897 | -721097.3062 |
Total P&L (%) | 1073.5457 | 1061.4287 | 12.117 | 452.1128 | 1173.2101 | -721.0973 |
Avg Daily Profit (%) | 0.5153 | 0.5095 | 0.0058 | 0.082 | 0.1222 | 0 |
Buy And Hold Return (%) | 211.9085 | 211.9085 | 211.9085 | 211.9085 | 211.9085 | 211.9085 |
Max Trade Drawdown | -140580 | -123137 | -82374 | -5877682 | -4496210 | -2085242 |
Profit Factor | 2.5621 | 3.34 | 1.0519 | 1.0375 | 1.1412 | 0.8077 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 36.8932 | 29.4118 | 44.2308 | 36.8932 | 29.4118 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.3826 | 8.0161 | 1.3263 | 1.7746 | 2.7388 | 1.0184 |
Largest Winning Trade | 607100 | 607100 | 41533 | 5013706 | 5013706 | 590243 |
Largest Losing Trade | -44137 | -44137 | -39041 | -2837977 | -2837977 | -1402285 |
Avg Bars in Trades | 238 | 374 | 104 | 238 | 374 | 104 |
Avg Bars in Winners | 386 | 776 | 132 | 386 | 776 | 132 |
Avg Bars in Losers | 151 | 206 | 82 | 151 | 206 | 82 |
Bars Traded | 24534 | 19089 | 5445 | 24534 | 19089 | 5445 |
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 | 342194 | -174961 | -696608 | -272419 | -285292 | -761410 |
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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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