Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655649.7644 | 1859629.6799 | -203979.9155 | -94249.4273 | 328282.0633 | -422531.4905 |
Total P&L (%) | 1655.6498 | 1859.6297 | -203.9799 | -94.2494 | 328.2821 | -422.5315 |
Avg Daily Profit (%) | 0.7489 | 0.8412 | -0.0923 | -0.1291 | 0.0658 | 0 |
Buy And Hold Return (%) | 118.0113 | 118.0113 | 118.0113 | 118.0113 | 118.0113 | 118.0113 |
Max Trade Drawdown | -361432 | -197791 | -256142 | -1315293 | -909445 | -448543 |
Profit Factor | 2.084 | 3.4593 | 0.7355 | 0.9654 | 1.2095 | 0.6355 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 43.8017 | 42.1488 | 45.4545 | 43.8017 | 42.1488 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6738 | 4.7481 | 0.8826 | 1.2387 | 1.6601 | 0.7626 |
Largest Winning Trade | 1964255 | 1964255 | 46379 | 1175222 | 1175222 | 141149 |
Largest Losing Trade | -42272 | -42272 | -35853 | -445441 | -445441 | -213147 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 8552 | 4380 | 4172 | 8552 | 4380 | 4172 |
Profit Streak | 16.8261 | 40.3261 | 0 | 16.8261 | 40.3261 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580297 | 630707 | -582778 | -579683 | -110009 | -582778 |
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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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