Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1915176.4317 | 1902788.8453 | 12387.5864 | 790715.8959 | 753675.011 | 37040.885 |
Total P&L (%) | 1915.1764 | 1902.7888 | 12.3876 | 790.7159 | 753.675 | 37.0409 |
Avg Daily Profit (%) | 1.0477 | 1.041 | 0.0068 | 0.1197 | 0.1174 | 0.0172 |
Buy And Hold Return (%) | 756.2911 | 756.2911 | 756.2911 | 756.2911 | 756.2911 | 756.2911 |
Max Trade Drawdown | -178628 | -129742 | -57406 | -2057856 | -1601444 | -639862 |
Profit Factor | 3.5144 | 4.3901 | 1.0618 | 1.1227 | 1.155 | 1.0234 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 43.9024 | 36.0656 | 51.6129 | 43.9024 | 36.0656 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.4906 | 7.7825 | 0.9954 | 1.4346 | 2.0475 | 0.9595 |
Largest Winning Trade | 1060782 | 1060782 | 61980 | 1499854 | 1499854 | 448925 |
Largest Losing Trade | -45312 | -45312 | -32622 | -764430 | -764430 | -198615 |
Avg Bars in Trades | 172 | 315 | 32 | 172 | 315 | 32 |
Avg Bars in Winners | 229 | 504 | 40 | 229 | 504 | 40 |
Avg Bars in Losers | 128 | 208 | 23 | 128 | 208 | 23 |
Bars Traded | 21237 | 19241 | 1996 | 21237 | 19241 | 1996 |
Profit Streak | 0 | 99.001 | 0 | 0 | 99.001 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522528 | -149635 | -657723 | -271998 | -417414 | -685996 |
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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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