Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222626.1154 | 1208090.1989 | 14535.9165 | 228548.3777 | 477998.3741 | -249449.9965 |
Total P&L (%) | 1222.6261 | 1208.0902 | 14.5359 | 228.5484 | 477.9984 | -249.45 |
Avg Daily Profit (%) | 0.6597 | 0.6519 | 0.0078 | 0.0642 | 0.0947 | 0 |
Buy And Hold Return (%) | 42.6532 | 42.6532 | 42.6532 | 42.6532 | 42.6532 | 42.6532 |
Max Trade Drawdown | -119547 | -103663 | -82288 | -673885 | -518118 | -521126 |
Profit Factor | 3.1282 | 5.6339 | 1.0463 | 1.0956 | 1.4465 | 0.8111 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 38.2716 | 36.5854 | 40 | 38.2716 | 36.5854 | 40 |
Ratio Avg Win / Avg Loss | 5.0455 | 9.7654 | 1.5695 | 1.7671 | 2.5073 | 1.2167 |
Largest Winning Trade | 1179965 | 1179965 | 66097 | 752020 | 752020 | 277996 |
Largest Losing Trade | -29385 | -28187 | -29385 | -239713 | -195977 | -239713 |
Avg Bars in Trades | 88 | 78 | 98 | 88 | 78 | 98 |
Avg Bars in Winners | 151 | 138 | 162 | 151 | 138 | 162 |
Avg Bars in Losers | 49 | 44 | 55 | 49 | 44 | 55 |
Bars Traded | 7172 | 3223 | 3949 | 7172 | 3223 | 3949 |
Profit Streak | 0 | 0 | 46.1499 | 0 | 0 | 46.1499 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2894 | 539233 | -519456 | -243400 | -69615 | -581983 |
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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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