Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936966.3965 | 992795.116 | -55828.7194 | -57420.1193 | 616420.2546 | -673840.3739 |
Total P&L (%) | 936.9664 | 992.7951 | -55.8287 | -57.4201 | 616.4203 | -673.8404 |
Avg Daily Profit (%) | 0.4879 | 0.5169 | -0.0291 | -0.0444 | 0.1026 | 0 |
Buy And Hold Return (%) | 10.063 | 10.063 | 10.063 | 10.063 | 10.063 | 10.063 |
Max Trade Drawdown | -180819 | -140660 | -119210 | -1118330 | -449262 | -820658 |
Profit Factor | 2.4606 | 4.1483 | 0.8288 | 0.9741 | 1.7252 | 0.5077 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 46.6667 | 48.0769 | 45.283 | 46.6667 | 48.0769 | 45.283 |
Ratio Avg Win / Avg Loss | 2.8121 | 4.4802 | 1.0015 | 1.1133 | 1.8632 | 0.6135 |
Largest Winning Trade | 1114283 | 1114283 | 43812 | 1065305 | 1065305 | 116618 |
Largest Losing Trade | -66469 | -35100 | -66469 | -771653 | -134496 | -771653 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 44 | 33 | 54 | 44 | 33 | 54 |
Avg Bars in Losers | 27 | 33 | 21 | 27 | 33 | 21 |
Bars Traded | 3694 | 1754 | 1940 | 3694 | 1754 | 1940 |
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 | 510132 | -162886 | -761001 | -580128 | -233145 | -762667 |
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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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