Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2123776.8791 | 2228118.6569 | -104341.7778 | -3699.5021 | 1200497.1171 | -1204196.6193 |
Total P&L (%) | 2123.7769 | 2228.1187 | -104.3418 | -3.6995 | 1200.4971 | -1204.1966 |
Avg Daily Profit (%) | 0.9545 | 1.0014 | -0.0469 | -0.0017 | 0.1154 | 0 |
Buy And Hold Return (%) | 673.6493 | 673.6493 | 673.6493 | 673.6493 | 673.6493 | 673.6493 |
Max Trade Drawdown | -206112 | -135327 | -145543 | -2302889 | -1148317 | -1235469 |
Profit Factor | 3.237 | 5.6967 | 0.7803 | 0.9994 | 1.4026 | 0.5695 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Losing Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Profitability (%) | 43.8776 | 47.9592 | 39.7959 | 43.8776 | 47.9592 | 39.7959 |
Ratio Avg Win / Avg Loss | 4.1404 | 6.1815 | 1.1805 | 1.2783 | 1.522 | 0.8615 |
Largest Winning Trade | 2251279 | 2251279 | 42022 | 2297152 | 2297152 | 220570 |
Largest Losing Trade | -37192 | -34140 | -37192 | -549756 | -549756 | -332934 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 67 | 48 | 91 | 67 | 48 | 91 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 8708 | 3693 | 5015 | 8708 | 3693 | 5015 |
Profit Streak | 0 | 15.328 | 0 | 0 | 15.328 | 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 | 545663 | 659012 | -583372 | -580466 | -45596 | -585039 |
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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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