Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652953.5212 | 1777010.9589 | -124057.4377 | -65911.6242 | -124346.823 | 58435.1988 |
Total P&L (%) | 1652.9535 | 1777.011 | -124.0574 | -65.9116 | -124.3468 | 58.4352 |
Avg Daily Profit (%) | 0.7272 | 0.7818 | -0.0546 | -0.0473 | 0 | 0.0202 |
Buy And Hold Return (%) | 243.3233 | 243.3233 | 243.3233 | 243.3233 | 243.3233 | 243.3233 |
Max Trade Drawdown | -429285 | -228364 | -244995 | -3816294 | -3538307 | -1080894 |
Profit Factor | 3.1383 | 5.0393 | 0.6275 | 0.9879 | 0.9704 | 1.0461 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 47.8261 | 50 | 45.6522 | 47.8261 | 50 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.4236 | 5.0393 | 0.7471 | 1.0778 | 0.9704 | 1.2454 |
Largest Winning Trade | 1734658 | 1734658 | 30367 | 3234085 | 3234085 | 412695 |
Largest Losing Trade | -68012 | -60948 | -68012 | -1703336 | -1703336 | -640591 |
Avg Bars in Trades | 86 | 129 | 42 | 86 | 129 | 42 |
Avg Bars in Winners | 97 | 134 | 57 | 97 | 134 | 57 |
Avg Bars in Losers | 75 | 125 | 30 | 75 | 125 | 30 |
Bars Traded | 7930 | 5977 | 1953 | 7930 | 5977 | 1953 |
Profit Streak | 0 | 0 | 184.1892 | 0 | 0 | 184.1892 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640907 | 752674 | -581037 | -579711 | -580704 | -501663 |
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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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