Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956356.7456 | 1052361.0535 | -96004.3078 | 34691.6485 | 396916.8321 | -362225.1835 |
Total P&L (%) | 956.3567 | 1052.3611 | -96.0043 | 34.6916 | 396.9168 | -362.2252 |
Avg Daily Profit (%) | 0.4423 | 0.4868 | -0.0444 | 0.0138 | 0.0742 | 0 |
Buy And Hold Return (%) | 256.8465 | 256.8465 | 256.8465 | 256.8465 | 256.8465 | 256.8465 |
Max Trade Drawdown | -247462 | -160191 | -137713 | -1563623 | -1118552 | -587874 |
Profit Factor | 2.4126 | 3.8877 | 0.6929 | 1.0129 | 1.2583 | 0.686 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 40 | 38.0952 | 41.8605 | 40 | 38.0952 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.6188 | 6.3174 | 0.9623 | 1.5193 | 2.0448 | 0.9527 |
Largest Winning Trade | 738485 | 738485 | 25754 | 734789 | 734789 | 209411 |
Largest Losing Trade | -41750 | -36625 | -41750 | -499477 | -499477 | -309691 |
Avg Bars in Trades | 43 | 69 | 17 | 43 | 69 | 17 |
Avg Bars in Winners | 81 | 153 | 17 | 81 | 153 | 17 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3666 | 2902 | 764 | 3666 | 2902 | 764 |
Profit Streak | 204.6472 | 0 | 205.1472 | 204.6472 | 0 | 205.1472 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330047 | 386846 | -583022 | -548515 | -107461 | -583022 |
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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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