Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1933470.1084 | 2023728.2678 | -90258.1594 | -44227.2936 | 1008783.432 | -1053010.7257 |
Total P&L (%) | 1933.4701 | 2023.7283 | -90.2582 | -44.2273 | 1008.7834 | -1053.0107 |
Avg Daily Profit (%) | 0.8678 | 0.9083 | -0.0405 | -0.0262 | 0.108 | 0 |
Buy And Hold Return (%) | 387.4923 | 387.4923 | 387.4923 | 387.4923 | 387.4923 | 387.4923 |
Max Trade Drawdown | -230026 | -168161 | -106565 | -3487131 | -2244767 | -1580263 |
Profit Factor | 3.8586 | 5.0836 | 0.5008 | 0.9925 | 1.2654 | 0.4894 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 46.4286 | 50 | 42.8571 | 46.4286 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.4522 | 5.0836 | 0.6677 | 1.1451 | 1.2654 | 0.6525 |
Largest Winning Trade | 2055994 | 2055994 | 11233 | 2605049 | 2605049 | 328613 |
Largest Losing Trade | -64564 | -64564 | -47649 | -1369544 | -1290371 | -1369544 |
Avg Bars in Trades | 50 | 96 | 4 | 50 | 96 | 4 |
Avg Bars in Winners | 50 | 90 | 4 | 50 | 90 | 4 |
Avg Bars in Losers | 50 | 103 | 4 | 50 | 103 | 4 |
Bars Traded | 4252 | 4061 | 191 | 4252 | 4061 | 191 |
Profit Streak | 0 | 0 | 156.5189 | 0 | 0 | 156.5189 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636331 | 719087 | -582658 | -580275 | -51882 | -582658 |
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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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