Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388187.0437 | 1470546.2454 | -82359.2017 | -33786.1182 | 551261.5689 | -585047.6871 |
Total P&L (%) | 1388.187 | 1470.5462 | -82.3592 | -33.7861 | 551.2616 | -585.0477 |
Avg Daily Profit (%) | 0.6267 | 0.6639 | -0.0372 | -0.0186 | 0.0846 | 0 |
Buy And Hold Return (%) | 186.5026 | 186.5026 | 186.5026 | 186.5026 | 186.5026 | 186.5026 |
Max Trade Drawdown | -208598 | -118940 | -160854 | -1203310 | -750705 | -644395 |
Profit Factor | 3.2075 | 6.143 | 0.7598 | 0.9827 | 1.6293 | 0.4595 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.1013 | 46.1538 | 50 | 48.1013 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 3.4607 | 7.1668 | 0.7598 | 1.0603 | 1.9008 | 0.4595 |
Largest Winning Trade | 1510501 | 1510501 | 37419 | 1009781 | 1009781 | 198306 |
Largest Losing Trade | -67083 | -67083 | -54274 | -518065 | -368166 | -518065 |
Avg Bars in Trades | 48 | 71 | 26 | 48 | 71 | 26 |
Avg Bars in Winners | 50 | 66 | 35 | 50 | 66 | 35 |
Avg Bars in Losers | 47 | 76 | 17 | 47 | 76 | 17 |
Bars Traded | 3863 | 2800 | 1063 | 3863 | 2800 | 1063 |
Profit Streak | 172.1265 | 174.1265 | 172.1265 | 172.1265 | 174.1265 | 172.1265 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12817 | 734804 | -579503 | -609744 | -79736 | -579503 |
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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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