Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614181.419 | 482232.7159 | 131948.7031 | 2115905.4859 | 2559971.5794 | -444066.0935 |
Total P&L (%) | 614.1814 | 482.2327 | 131.9487 | 2115.9055 | 2559.9716 | -444.0661 |
Avg Daily Profit (%) | 0.2451 | 0.1924 | 0.0526 | 0.1237 | 0.131 | 0 |
Buy And Hold Return (%) | 35.4501 | 35.4501 | 35.4501 | 35.4501 | 35.4501 | 35.4501 |
Max Trade Drawdown | -96953 | -68655 | -163302 | -4018125 | -2746790 | -2719016 |
Profit Factor | 1.7019 | 2.176 | 1.2838 | 1.123 | 1.293 | 0.9475 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 39.6648 | 36.6667 | 42.6966 | 39.6648 | 36.6667 | 42.6966 |
Ratio Avg Win / Avg Loss | 2.5888 | 3.7585 | 1.723 | 1.7082 | 2.2333 | 1.2717 |
Largest Winning Trade | 89373 | 89373 | 48441 | 2143643 | 2143643 | 1024972 |
Largest Losing Trade | -53098 | -26678 | -53098 | -1029297 | -995877 | -1029297 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
Bars Traded | 9801 | 4346 | 5455 | 9801 | 4346 | 5455 |
Profit Streak | 43.0501 | 47.0501 | 0 | 43.0501 | 47.0501 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328259 | 243227 | -127138 | -114092 | -21518 | -582267 |
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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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