Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057936.558 | 1136889.981 | -78953.423 | 97092.4371 | 1792762.1864 | -1695669.7494 |
Total P&L (%) | 1057.9366 | 1136.89 | -78.9534 | 97.0924 | 1792.7622 | -1695.6697 |
Avg Daily Profit (%) | 0.5787 | 0.6218 | -0.0432 | 0.0371 | 0.161 | 0 |
Buy And Hold Return (%) | 491.8965 | 491.8965 | 491.8965 | 491.8965 | 491.8965 | 491.8965 |
Max Trade Drawdown | -127687 | -110301 | -118129 | -1878756 | -791637 | -1738603 |
Profit Factor | 1.9886 | 3.1047 | 0.851 | 1.0144 | 1.5904 | 0.543 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 45 | 41.6667 | 48.3333 | 45 | 41.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.4306 | 4.3466 | 0.9097 | 1.2398 | 2.2265 | 0.5804 |
Largest Winning Trade | 747667 | 747667 | 70057 | 1487306 | 1487306 | 362141 |
Largest Losing Trade | -46134 | -26688 | -46134 | -955836 | -267237 | -955836 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 7142 | 3533 | 3609 | 7142 | 3533 | 3609 |
Profit Streak | 0 | 26.8682 | 0 | 0 | 26.8682 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315275 | 380812 | -581661 | -514200 | 214272 | -581661 |
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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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