Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845511.6825 | 1957075.7488 | -111564.0664 | -51230.4645 | 26480.1618 | -77710.6263 |
Total P&L (%) | 1845.5117 | 1957.0757 | -111.5641 | -51.2305 | 26.4802 | -77.7106 |
Avg Daily Profit (%) | 0.8342 | 0.8846 | -0.0504 | -0.0325 | 0.0106 | -0.0678 |
Buy And Hold Return (%) | 240.9051 | 240.9051 | 240.9051 | 240.9051 | 240.9051 | 240.9051 |
Max Trade Drawdown | -209813 | -75123 | -153145 | -45565 | -39592 | -33404 |
Profit Factor | 3.839 | 7.7087 | 0.6886 | 0.8243 | 1.2205 | 0.5469 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 35.5372 | 35 | 36.0656 | 35.5372 | 35 | 36.0656 |
Ratio Avg Win / Avg Loss | 6.9638 | 14.3161 | 1.2208 | 1.4953 | 2.2666 | 0.9694 |
Largest Winning Trade | 2053837 | 2053837 | 46704 | 56876 | 56876 | 21524 |
Largest Losing Trade | -63884 | -41150 | -63884 | -63884 | -20828 | -63884 |
Avg Bars in Trades | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Winners | 107 | 106 | 108 | 107 | 106 | 108 |
Avg Bars in Losers | 20 | 14 | 25 | 20 | 14 | 25 |
Bars Traded | 6191 | 2808 | 3383 | 6191 | 2808 | 3383 |
Profit Streak | 30.5712 | 32.2379 | 30.5712 | 30.5712 | 32.2379 | 30.5712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570142 | -152983 | -745948 | -583413 | -518467 | -747614 |
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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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