Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349350.3769 | 1310676.2811 | 38674.0958 | 499144.5285 | 2529555.3219 | -2030410.7935 |
Total P&L (%) | 1349.3504 | 1310.6763 | 38.6741 | 499.1445 | 2529.5553 | -2030.4108 |
Avg Daily Profit (%) | 0.7527 | 0.7311 | 0.0216 | 0.0999 | 0.1825 | 0 |
Buy And Hold Return (%) | 242.7631 | 242.7631 | 242.7631 | 242.7631 | 242.7631 | 242.7631 |
Max Trade Drawdown | -160045 | -153859 | -106426 | -3689465 | -1878525 | -2925771 |
Profit Factor | 2.8651 | 5.3784 | 1.0912 | 1.0626 | 1.9239 | 0.6127 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 50.9615 | 48.0769 | 53.8462 | 50.9615 | 48.0769 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.757 | 5.8087 | 0.9353 | 1.0225 | 2.0778 | 0.5251 |
Largest Winning Trade | 1037250 | 1037250 | 58781 | 3546609 | 3546609 | 691506 |
Largest Losing Trade | -68866 | -34482 | -68866 | -2677903 | -673915 | -2677903 |
Avg Bars in Trades | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Winners | 66 | 55 | 76 | 66 | 55 | 76 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 5180 | 2188 | 2992 | 5180 | 2188 | 2992 |
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 | 636181 | -161220 | -631263 | -217413 | -169261 | -760334 |
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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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