Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713128.2704 | 660399.8744 | 52728.3961 | 357099.5416 | -312018.527 | 669118.0686 |
Total P&L (%) | 713.1283 | 660.3999 | 52.7284 | 357.0995 | -312.0185 | 669.1181 |
Avg Daily Profit (%) | 0.4407 | 0.4082 | 0.0326 | 0.094 | 0 | 0.1262 |
Buy And Hold Return (%) | 25.7009 | 25.7009 | 25.7009 | 25.7009 | 25.7009 | 25.7009 |
Max Trade Drawdown | -116523 | -144354 | -128645 | -990323 | -1204312 | -103197 |
Profit Factor | 1.9095 | 2.1913 | 1.2295 | 1.1163 | 0.8804 | 2.4516 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 49.5727 | 50 | 49.1525 | 49.5727 | 50 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.9424 | 2.1913 | 1.2719 | 1.1355 | 0.8804 | 2.5362 |
Largest Winning Trade | 212418 | 212418 | 35975 | 538203 | 538203 | 263865 |
Largest Losing Trade | -69025 | -69025 | -48329 | -817375 | -817375 | -69170 |
Avg Bars in Trades | 159 | 281 | 39 | 159 | 281 | 39 |
Avg Bars in Winners | 152 | 262 | 43 | 152 | 262 | 43 |
Avg Bars in Losers | 165 | 300 | 34 | 165 | 300 | 34 |
Bars Traded | 18624 | 16312 | 2312 | 18624 | 16312 | 2312 |
Profit Streak | 501.5582 | 0 | 547.4749 | 501.5582 | 0 | 547.4749 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520186 | -166069 | -332672 | -159385 | -760833 | -195922 |
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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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