Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735763.2272 | 671831.4192 | 63931.808 | 2530417.4781 | 4221825.8129 | -1691408.3348 |
Total P&L (%) | 735.7632 | 671.8314 | 63.9318 | 2530.4175 | 4221.8258 | -1691.4083 |
Avg Daily Profit (%) | 0.3404 | 0.3108 | 0.0296 | 0.1514 | 0.1744 | 0 |
Buy And Hold Return (%) | 213.3784 | 213.3784 | 213.3784 | 213.3784 | 213.3784 | 213.3784 |
Max Trade Drawdown | -171145 | -167936 | -39830 | -7112352 | -7187943 | -3277223 |
Profit Factor | 1.8219 | 1.9827 | 1.3022 | 1.0787 | 1.1717 | 0.7764 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 73.5931 | 73.913 | 73.2759 | 73.5931 | 73.913 | 73.2759 |
Ratio Avg Win / Avg Loss | 0.6537 | 0.6998 | 0.4749 | 0.3871 | 0.4135 | 0.2832 |
Largest Winning Trade | 64775 | 64775 | 12586 | 2500400 | 2500400 | 308933 |
Largest Losing Trade | -76343 | -76343 | -30971 | -6371169 | -6371169 | -1629411 |
Avg Bars in Trades | 52 | 102 | 3 | 52 | 102 | 3 |
Avg Bars in Winners | 25 | 48 | 2 | 25 | 48 | 2 |
Avg Bars in Losers | 129 | 257 | 6 | 129 | 257 | 6 |
Bars Traded | 12206 | 11815 | 391 | 12206 | 11815 | 391 |
Profit Streak | 94.7858 | 94.7858 | 141.1192 | 94.7858 | 94.7858 | 141.1192 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467806 | 413388 | -315940 | -122223 | -21045 | -576005 |
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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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