Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584197.5573 | 525197.1811 | 59000.3762 | 960015.9476 | 2317629.9487 | -1357614.0011 |
Total P&L (%) | 584.1976 | 525.1972 | 59.0004 | 960.0159 | 2317.6299 | -1357.614 |
Avg Daily Profit (%) | 0.3221 | 0.2896 | 0.0325 | 0.1303 | 0.1758 | 0 |
Buy And Hold Return (%) | 223.7961 | 223.7961 | 223.7961 | 223.7961 | 223.7961 | 223.7961 |
Max Trade Drawdown | -130094 | -98930 | -75365 | -3962189 | -1996590 | -2387539 |
Profit Factor | 2.09 | 2.8423 | 1.2352 | 1.1047 | 1.5241 | 0.714 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 48.0769 | 44.2308 | 51.9231 | 48.0769 | 44.2308 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.2572 | 3.5837 | 1.1437 | 1.1931 | 1.9217 | 0.6611 |
Largest Winning Trade | 195610 | 195610 | 52274 | 2245357 | 2245357 | 491117 |
Largest Losing Trade | -34237 | -34237 | -32673 | -1071397 | -856129 | -1071397 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3524 | 1636 | 1889 | 3524 | 1636 | 1889 |
Profit Streak | 0 | 26.9488 | 0 | 0 | 26.9488 | 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 | 328570 | -172105 | -495323 | -126494 | -171362 | -760584 |
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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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