Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066187.5799 | 1154649.1238 | -88461.544 | 14968.0466 | 995281.6791 | -980313.6325 |
Total P&L (%) | 1066.1876 | 1154.6491 | -88.4615 | 14.968 | 995.2817 | -980.3136 |
Avg Daily Profit (%) | 0.4511 | 0.4885 | -0.0374 | 0.0059 | 0.1013 | 0 |
Buy And Hold Return (%) | 424.6799 | 424.6799 | 424.6799 | 424.6799 | 424.6799 | 424.6799 |
Max Trade Drawdown | -197729 | -188530 | -121306 | -2838427 | -2358012 | -1027723 |
Profit Factor | 2.3202 | 3.175 | 0.6803 | 1.0028 | 1.2945 | 0.5247 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 43.5115 | 46.1538 | 40.9091 | 43.5115 | 46.1538 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.0122 | 3.7042 | 0.9827 | 1.3018 | 1.5103 | 0.7579 |
Largest Winning Trade | 999072 | 999072 | 16191 | 1452759 | 1452759 | 288469 |
Largest Losing Trade | -64536 | -64536 | -23726 | -709831 | -709831 | -486354 |
Avg Bars in Trades | 66 | 123 | 10 | 66 | 123 | 10 |
Avg Bars in Winners | 64 | 109 | 14 | 64 | 109 | 14 |
Avg Bars in Losers | 68 | 135 | 8 | 68 | 135 | 8 |
Bars Traded | 8741 | 8042 | 699 | 8741 | 8042 | 699 |
Profit Streak | 0 | 84.2017 | 0 | 0 | 84.2017 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319655 | -119685 | -708493 | -570393 | -193636 | -708493 |
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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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