Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533348.6253 | 510996.0667 | 22352.5585 | 124862.9912 | 414835.174 | -289972.1827 |
Total P&L (%) | 533.3486 | 510.9961 | 22.3526 | 124.863 | 414.8352 | -289.9722 |
Avg Daily Profit (%) | 0.2561 | 0.2453 | 0.0107 | 0.0389 | 0.0787 | 0 |
Buy And Hold Return (%) | 103.4205 | 103.4205 | 103.4205 | 103.4205 | 103.4205 | 103.4205 |
Max Trade Drawdown | -194480 | -177593 | -31645 | -5285978 | -4472374 | -1037802 |
Profit Factor | 1.7124 | 1.788 | 1.2231 | 1.0133 | 1.0533 | 0.8168 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 64.8276 | 68.0556 | 61.6438 | 64.8276 | 68.0556 | 61.6438 |
Ratio Avg Win / Avg Loss | 0.9291 | 0.8393 | 0.7611 | 0.5498 | 0.4944 | 0.5082 |
Largest Winning Trade | 106173 | 106173 | 16657 | 1920406 | 1920406 | 503974 |
Largest Losing Trade | -80186 | -80186 | -20925 | -2216807 | -2216807 | -704943 |
Avg Bars in Trades | 170 | 340 | 2 | 170 | 340 | 2 |
Avg Bars in Winners | 89 | 170 | 1 | 89 | 170 | 1 |
Avg Bars in Losers | 318 | 702 | 3 | 318 | 702 | 3 |
Bars Traded | 24693 | 24535 | 158 | 24693 | 24535 | 158 |
Profit Streak | 0 | 3.8351 | 0 | 0 | 3.8351 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362219 | -69559 | -416220 | -447417 | -330836 | -650671 |
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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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