Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996406.2628 | 1027449.2643 | -31043.0015 | 167329.4043 | 2214771.5045 | -2047442.1002 |
Total P&L (%) | 996.4063 | 1027.4493 | -31.043 | 167.3294 | 2214.7715 | -2047.4421 |
Avg Daily Profit (%) | 0.398 | 0.4104 | -0.0124 | 0.0393 | 0.1256 | 0 |
Buy And Hold Return (%) | 428.7591 | 428.7591 | 428.7591 | 428.7591 | 428.7591 | 428.7591 |
Max Trade Drawdown | -160832 | -98242 | -95143 | -5251413 | -2437185 | -3422538 |
Profit Factor | 2.7321 | 4.7843 | 0.8978 | 1.0181 | 1.6331 | 0.6439 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 44.7917 | 35.4167 | 54.1667 | 44.7917 | 35.4167 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.3675 | 8.7243 | 0.7597 | 1.2549 | 2.978 | 0.5449 |
Largest Winning Trade | 853544 | 853544 | 45290 | 3540501 | 3540501 | 1404833 |
Largest Losing Trade | -66207 | -33861 | -66207 | -2014284 | -807487 | -2014284 |
Avg Bars in Trades | 101 | 96 | 105 | 101 | 96 | 105 |
Avg Bars in Winners | 158 | 164 | 153 | 158 | 164 | 153 |
Avg Bars in Losers | 54 | 58 | 49 | 54 | 58 | 49 |
Bars Traded | 9699 | 4620 | 5079 | 9699 | 4620 | 5079 |
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 | 303979 | 275157 | -580149 | -508603 | -28681 | -580149 |
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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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