Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771998.3034 | 803477.9339 | -31479.6305 | -3376.4712 | 446878.8601 | -450255.3313 |
Total P&L (%) | 771.9983 | 803.4779 | -31.4796 | -3.3765 | 446.8789 | -450.2553 |
Avg Daily Profit (%) | 0.4097 | 0.4264 | -0.0167 | -0.0018 | 0.0902 | 0 |
Buy And Hold Return (%) | 338.191 | 338.191 | 338.191 | 338.191 | 338.191 | 338.191 |
Max Trade Drawdown | -195118 | -181723 | -164083 | -650427 | -291657 | -627321 |
Profit Factor | 1.9779 | 2.937 | 0.916 | 0.9978 | 1.6685 | 0.4804 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 49.1803 | 45.9016 | 52.459 | 49.1803 | 45.9016 | 52.459 |
Ratio Avg Win / Avg Loss | 2.0439 | 3.4615 | 0.8301 | 1.0311 | 1.9664 | 0.4354 |
Largest Winning Trade | 505924 | 505924 | 59901 | 325002 | 325002 | 114010 |
Largest Losing Trade | -86620 | -51822 | -86620 | -359358 | -140012 | -359358 |
Avg Bars in Trades | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 23 | 31 | 14 | 23 | 31 | 14 |
Bars Traded | 3532 | 2024 | 1507 | 3532 | 2024 | 1507 |
Profit Streak | 0 | 0 | 31.9457 | 0 | 0 | 31.9457 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319176 | -152076 | -741321 | -578828 | -298446 | -741321 |
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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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