Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1856919.6231 | 1946069.7771 | -89150.154 | -68693.0354 | 2371582.7429 | -2440275.7784 |
Total P&L (%) | 1856.9196 | 1946.0698 | -89.1502 | -68.693 | 2371.5827 | -2440.2758 |
Avg Daily Profit (%) | 0.8333 | 0.8733 | -0.04 | -0.0521 | 0.144 | 0 |
Buy And Hold Return (%) | 88.4277 | 88.4277 | 88.4277 | 88.4277 | 88.4277 | 88.4277 |
Max Trade Drawdown | -268345 | -152156 | -197532 | -4306925 | -2006303 | -2629127 |
Profit Factor | 2.9029 | 4.9275 | 0.8144 | 0.9903 | 1.7804 | 0.3931 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 43.8776 | 44.898 | 42.8571 | 43.8776 | 44.898 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.713 | 6.0473 | 1.0859 | 1.2666 | 2.185 | 0.5241 |
Largest Winning Trade | 1953599 | 1953599 | 53685 | 4126982 | 4126982 | 456479 |
Largest Losing Trade | -75183 | -36328 | -75183 | -2068896 | -842951 | -2068896 |
Avg Bars in Trades | 44 | 52 | 36 | 44 | 52 | 36 |
Avg Bars in Winners | 56 | 64 | 48 | 56 | 64 | 48 |
Avg Bars in Losers | 34 | 42 | 26 | 34 | 42 | 26 |
Bars Traded | 4322 | 2553 | 1769 | 4322 | 2553 | 1769 |
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 | 598233 | 687004 | -581792 | -581231 | 41098 | -583459 |
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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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