Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000866.6959 | 1010354.4352 | -9487.7393 | 47432.4054 | 671994.7869 | -624562.3815 |
Total P&L (%) | 1000.8667 | 1010.3544 | -9.4877 | 47.4324 | 671.9948 | -624.5624 |
Avg Daily Profit (%) | 0.5417 | 0.5468 | -0.0051 | 0.021 | 0.1107 | 0 |
Buy And Hold Return (%) | 65.1764 | 65.1764 | 65.1764 | 65.1764 | 65.1764 | 65.1764 |
Max Trade Drawdown | -217260 | -203493 | -73258 | -2076931 | -1590176 | -811581 |
Profit Factor | 3.1592 | 4.1758 | 0.9347 | 1.0148 | 1.3126 | 0.4132 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 44.0678 | 33.8983 | 54.2373 | 44.0678 | 33.8983 | 54.2373 |
Ratio Avg Win / Avg Loss | 4.0098 | 8.1427 | 0.7887 | 1.288 | 2.5597 | 0.3487 |
Largest Winning Trade | 1077731 | 1077731 | 17992 | 1372684 | 1372684 | 66757 |
Largest Losing Trade | -34750 | -34750 | -24501 | -729351 | -729351 | -335536 |
Avg Bars in Trades | 83 | 157 | 9 | 83 | 157 | 9 |
Avg Bars in Winners | 84 | 200 | 11 | 84 | 200 | 11 |
Avg Bars in Losers | 83 | 135 | 7 | 83 | 135 | 7 |
Bars Traded | 9862 | 9283 | 579 | 9862 | 9283 | 579 |
Profit Streak | 0 | 169.5749 | 0 | 0 | 169.5749 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540064 | -163672 | -756631 | -536854 | -225413 | -756631 |
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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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