Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2512825.2931 | 2597803.5975 | -84978.3044 | -59515.1384 | 32240.6783 | -91755.8167 |
Total P&L (%) | 2512.8253 | 2597.8036 | -84.9783 | -59.5151 | 32.2407 | -91.7558 |
Avg Daily Profit (%) | 1.3588 | 1.4047 | -0.046 | -0.0489 | 0.0151 | -0.1349 |
Buy And Hold Return (%) | 114.2587 | 114.2587 | 114.2587 | 114.2587 | 114.2587 | 114.2587 |
Max Trade Drawdown | -240275 | -186019 | -118303 | -2506961 | -2226581 | -805027 |
Profit Factor | 3.4234 | 4.5057 | 0.7128 | 0.9916 | 1.006 | 0.946 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.3797 | 7.0803 | 1.1201 | 1.5583 | 1.5808 | 1.4866 |
Largest Winning Trade | 2553720 | 2553720 | 19734 | 1531320 | 1531320 | 234225 |
Largest Losing Trade | -52918 | -52918 | -23356 | -883194 | -883194 | -250178 |
Avg Bars in Trades | 37 | 66 | 8 | 37 | 66 | 8 |
Avg Bars in Winners | 50 | 94 | 7 | 50 | 94 | 7 |
Avg Bars in Losers | 29 | 48 | 9 | 29 | 48 | 9 |
Bars Traded | 5412 | 4785 | 627 | 5412 | 4785 | 627 |
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 | 585297 | -62655 | -662612 | -581940 | -635059 | -662612 |
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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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