Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040562.4181 | 1075431.8013 | -34869.3831 | 216564.6286 | 679239.5986 | -462674.9701 |
Total P&L (%) | 1040.5624 | 1075.4318 | -34.8694 | 216.5646 | 679.2396 | -462.675 |
Avg Daily Profit (%) | 0.5572 | 0.5759 | -0.0187 | 0.0617 | 0.11 | 0 |
Buy And Hold Return (%) | 451.9461 | 451.9461 | 451.9461 | 451.9461 | 451.9461 | 451.9461 |
Max Trade Drawdown | -141863 | -154861 | -107186 | -1352609 | -1400487 | -1052172 |
Profit Factor | 2.1537 | 3.334 | 0.921 | 1.0471 | 1.2792 | 0.7866 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 44.186 | 42.1875 | 46.1538 | 44.186 | 42.1875 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.7205 | 4.5688 | 1.0745 | 1.3226 | 1.753 | 0.9178 |
Largest Winning Trade | 524000 | 524000 | 53874 | 1268785 | 1268785 | 335444 |
Largest Losing Trade | -69372 | -37136 | -69372 | -752388 | -448525 | -752388 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Losers | 21 | 18 | 23 | 21 | 18 | 23 |
Bars Traded | 3663 | 1634 | 2029 | 3663 | 1634 | 2029 |
Profit Streak | 0 | 35.8038 | 0 | 0 | 35.8038 | 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 | 312243 | -128409 | -712565 | -446678 | -196531 | -714231 |
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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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