Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223326.2304 | 1212857.9884 | 10468.2419 | 295967.854 | 1019704.3023 | -723736.4483 |
Total P&L (%) | 1223.3262 | 1212.858 | 10.4682 | 295.9679 | 1019.7043 | -723.7364 |
Avg Daily Profit (%) | 0.6625 | 0.6568 | 0.0057 | 0.0746 | 0.1309 | 0 |
Buy And Hold Return (%) | 104.4679 | 104.4679 | 104.4679 | 104.4679 | 104.4679 | 104.4679 |
Max Trade Drawdown | -170207 | -80765 | -130918 | -1189895 | -313088 | -1025390 |
Profit Factor | 2.7071 | 4.5721 | 1.0278 | 1.1059 | 2.0564 | 0.6045 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 44.9541 | 41.8182 | 48.1481 | 44.9541 | 41.8182 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.3148 | 6.3612 | 1.1068 | 1.3541 | 2.8611 | 0.6511 |
Largest Winning Trade | 992275 | 992275 | 78349 | 941462 | 941462 | 333641 |
Largest Losing Trade | -76030 | -33341 | -76030 | -625799 | -132380 | -625799 |
Avg Bars in Trades | 97 | 103 | 92 | 97 | 103 | 92 |
Avg Bars in Winners | 137 | 152 | 125 | 137 | 152 | 125 |
Avg Bars in Losers | 65 | 68 | 61 | 65 | 68 | 61 |
Bars Traded | 10680 | 5703 | 4977 | 10680 | 5703 | 4977 |
Profit Streak | 41.7913 | 41.7913 | 68.9579 | 41.7913 | 41.7913 | 68.9579 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592930 | -163263 | -720822 | -201405 | -196621 | -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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