Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219434.8055 | 1162897.8253 | 56536.9802 | 1503376.8871 | 1767766.8497 | -264389.9627 |
Total P&L (%) | 1219.4348 | 1162.8978 | 56.537 | 1503.3769 | 1767.7669 | -264.39 |
Avg Daily Profit (%) | 0.6531 | 0.6228 | 0.0303 | 0.1487 | 0.1569 | 0 |
Buy And Hold Return (%) | 583.1622 | 583.1622 | 583.1622 | 583.1622 | 583.1622 | 583.1622 |
Max Trade Drawdown | -121237 | -133655 | -94574 | -4789425 | -5199729 | -2741315 |
Profit Factor | 2.3181 | 3.2536 | 1.1382 | 1.0577 | 1.1156 | 0.9755 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 119 | 68 | 51 | 119 | 68 | 51 |
Profitability (%) | 43.0622 | 35.2381 | 50.9615 | 43.0622 | 35.2381 | 50.9615 |
Ratio Avg Win / Avg Loss | 3.0651 | 5.9795 | 1.0952 | 1.3985 | 2.0503 | 0.9387 |
Largest Winning Trade | 544881 | 544881 | 49413 | 5281143 | 5281143 | 1101031 |
Largest Losing Trade | -62786 | -29322 | -62786 | -1542481 | -1542481 | -1320389 |
Avg Bars in Trades | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Winners | 78 | 82 | 75 | 78 | 82 | 75 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 11017 | 5040 | 5977 | 11017 | 5040 | 5977 |
Profit Streak | 0 | 0 | 26.1001 | 0 | 0 | 26.1001 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303796 | 177393 | -386331 | -156276 | -93672 | -580388 |
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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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