Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261729.3449 | 1319722.7431 | -57993.3982 | 130704.4406 | 179372.1872 | -48667.7466 |
Total P&L (%) | 1261.7293 | 1319.7227 | -57.9934 | 130.7044 | 179.3722 | -48.6677 |
Avg Daily Profit (%) | 0.5723 | 0.5986 | -0.0263 | 0.0379 | 0.0466 | -0.0302 |
Buy And Hold Return (%) | 397.6408 | 397.6408 | 397.6408 | 397.6408 | 397.6408 | 397.6408 |
Max Trade Drawdown | -134231 | -119500 | -60109 | -341599 | -327659 | -69557 |
Profit Factor | 3.3119 | 4.068 | 0.4983 | 1.1593 | 1.2655 | 0.6645 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 45.2055 | 50 | 40.5405 | 45.2055 | 50 | 40.5405 |
Ratio Avg Win / Avg Loss | 4.0145 | 4.068 | 0.7308 | 1.4052 | 1.2655 | 0.9746 |
Largest Winning Trade | 849029 | 849029 | 11656 | 323101 | 323101 | 31267 |
Largest Losing Trade | -71879 | -71879 | -26170 | -170430 | -170430 | -36281 |
Avg Bars in Trades | 57 | 112 | 2 | 57 | 112 | 2 |
Avg Bars in Winners | 59 | 106 | 2 | 59 | 106 | 2 |
Avg Bars in Losers | 55 | 119 | 3 | 55 | 119 | 3 |
Bars Traded | 4173 | 4064 | 109 | 4173 | 4064 | 109 |
Profit Streak | 146.3983 | 147.3983 | 146.3983 | 146.3983 | 147.3983 | 146.3983 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62584 | 586795 | -583600 | -430524 | -295988 | -583600 |
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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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