Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258795.9504 | 1328951.3163 | -70155.3659 | -74921.49 | 431811.5771 | -506733.0671 |
Total P&L (%) | 1258.796 | 1328.9513 | -70.1554 | -74.9215 | 431.8116 | -506.7331 |
Avg Daily Profit (%) | 0.6592 | 0.6959 | -0.0367 | -0.0724 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313674 | -239145 | -75305 | -1756519 | -1245472 | -566839 |
Profit Factor | 2.9622 | 3.9762 | 0.6403 | 0.966 | 1.2886 | 0.2831 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 38.8889 | 35.5556 | 42.2222 | 38.8889 | 35.5556 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.6548 | 7.2069 | 0.8761 | 1.518 | 2.3356 | 0.3875 |
Largest Winning Trade | 1565574 | 1565574 | 24438 | 1674632 | 1674632 | 78828 |
Largest Losing Trade | -45059 | -45059 | -21217 | -325519 | -325519 | -236173 |
Avg Bars in Trades | 61 | 103 | 19 | 61 | 103 | 19 |
Avg Bars in Winners | 80 | 142 | 28 | 80 | 142 | 28 |
Avg Bars in Losers | 49 | 81 | 13 | 49 | 81 | 13 |
Bars Traded | 5537 | 4646 | 891 | 5537 | 4646 | 891 |
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 | 487384 | 495690 | -583458 | -582081 | -80502 | -583458 |
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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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