Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752181.1526 | 685553.108 | 66628.0446 | 3138500.1375 | 11550930.9708 | -8412430.8333 |
Total P&L (%) | 752.1812 | 685.5531 | 66.628 | 3138.5001 | 11550.931 | -8412.4308 |
Avg Daily Profit (%) | 0.3008 | 0.2741 | 0.0266 | 0.1391 | 0.1904 | 0 |
Buy And Hold Return (%) | 681.7579 | 681.7579 | 681.7579 | 681.7579 | 681.7579 | 681.7579 |
Max Trade Drawdown | -162016 | -79512 | -172702 | -12279158 | -5438711 | -15714968 |
Profit Factor | 1.6668 | 2.1838 | 1.1214 | 1.0552 | 1.4594 | 0.7346 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 180 | 87 | 93 | 180 | 87 | 93 |
Losing Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Profitability (%) | 50.9915 | 49.4318 | 52.5424 | 50.9915 | 49.4318 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.602 | 2.234 | 1.0129 | 1.0142 | 1.4929 | 0.6635 |
Largest Winning Trade | 160241 | 160241 | 60929 | 7820261 | 7820261 | 1899962 |
Largest Losing Trade | -53850 | -28520 | -53850 | -6172666 | -2479595 | -6172666 |
Avg Bars in Trades | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Winners | 49 | 56 | 43 | 49 | 56 | 43 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 14704 | 8160 | 6544 | 14704 | 8160 | 6544 |
Profit Streak | 58.7002 | 58.7002 | 82.8669 | 58.7002 | 58.7002 | 82.8669 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118214 | -150513 | -408000 | -164960 | 349900 | -578711 |
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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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