Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084657.6805 | 1106898.8364 | -22241.1558 | 24950.3387 | 430272.0583 | -405321.7196 |
Total P&L (%) | 1084.6577 | 1106.8988 | -22.2412 | 24.9503 | 430.2721 | -405.3217 |
Avg Daily Profit (%) | 0.5834 | 0.5954 | -0.012 | 0.012 | 0.0898 | 0 |
Buy And Hold Return (%) | 30.5423 | 30.5423 | 30.5423 | 30.5423 | 30.5423 | 30.5423 |
Max Trade Drawdown | -131858 | -148878 | -95151 | -743662 | -724497 | -580256 |
Profit Factor | 2.5192 | 4.169 | 0.939 | 1.0101 | 1.3515 | 0.6722 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 43.5644 | 41.1765 | 46 | 43.5644 | 41.1765 | 46 |
Ratio Avg Win / Avg Loss | 3.2635 | 5.9557 | 1.1023 | 1.3086 | 1.9308 | 0.7891 |
Largest Winning Trade | 1115231 | 1115231 | 64987 | 756692 | 756692 | 220162 |
Largest Losing Trade | -42899 | -39854 | -42899 | -300145 | -274722 | -300145 |
Avg Bars in Trades | 106 | 95 | 117 | 106 | 95 | 117 |
Avg Bars in Winners | 152 | 128 | 175 | 152 | 128 | 175 |
Avg Bars in Losers | 70 | 73 | 67 | 70 | 73 | 67 |
Bars Traded | 10762 | 4890 | 5872 | 10762 | 4890 | 5872 |
Profit Streak | 0 | 0 | 52.2567 | 0 | 0 | 52.2567 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499791 | -164884 | -759311 | -554214 | -255089 | -760978 |
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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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