Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874055.3431 | 764648.0995 | 109407.2436 | 5737313.4835 | 8376089.4184 | -2638775.9349 |
Total P&L (%) | 874.0553 | 764.6481 | 109.4072 | 5737.3135 | 8376.0894 | -2638.7759 |
Avg Daily Profit (%) | 0.4044 | 0.3538 | 0.0506 | 0.1883 | 0.2056 | 0 |
Buy And Hold Return (%) | 225.9339 | 225.9339 | 225.9339 | 225.9339 | 225.9339 | 225.9339 |
Max Trade Drawdown | -151893 | -136099 | -65463 | -10405013 | -9025620 | -6620945 |
Profit Factor | 2.323 | 2.6463 | 1.5576 | 1.1514 | 1.3294 | 0.7881 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 58.5366 | 57.377 | 59.6774 | 58.5366 | 57.377 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.6454 | 1.9658 | 1.0524 | 0.8156 | 0.9875 | 0.5325 |
Largest Winning Trade | 156959 | 156959 | 22091 | 4041555 | 4041555 | 1455348 |
Largest Losing Trade | -68319 | -68319 | -30405 | -8590603 | -8590603 | -2210757 |
Avg Bars in Trades | 99 | 179 | 21 | 99 | 179 | 21 |
Avg Bars in Winners | 78 | 139 | 20 | 78 | 139 | 20 |
Avg Bars in Losers | 129 | 232 | 21 | 129 | 232 | 21 |
Bars Traded | 12227 | 10920 | 1307 | 12227 | 10920 | 1307 |
Profit Streak | 72.2146 | 0 | 295.5479 | 72.2146 | 0 | 295.5479 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498967 | -149093 | -440733 | -45680 | -154041 | -732078 |
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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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