Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838183.2056 | 764435.3014 | 73747.9042 | 3577722.7796 | 9296674.601 | -5718951.8214 |
Total P&L (%) | 838.1832 | 764.4353 | 73.7479 | 3577.7228 | 9296.6746 | -5718.9518 |
Avg Daily Profit (%) | 0.3352 | 0.3057 | 0.0295 | 0.1443 | 0.1818 | 0 |
Buy And Hold Return (%) | 768.1043 | 768.1043 | 768.1043 | 768.1043 | 768.1043 | 768.1043 |
Max Trade Drawdown | -160294 | -64039 | -148245 | -15223143 | -5226527 | -15032837 |
Profit Factor | 1.8266 | 2.687 | 1.1315 | 1.0726 | 1.4397 | 0.7968 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 52.4138 | 51.7241 | 53.1034 | 52.4138 | 51.7241 | 53.1034 |
Ratio Avg Win / Avg Loss | 1.6584 | 2.5078 | 0.9992 | 0.9738 | 1.3438 | 0.7037 |
Largest Winning Trade | 227683 | 227683 | 57380 | 2871046 | 2871046 | 1822509 |
Largest Losing Trade | -72743 | -38170 | -72743 | -12222845 | -2569952 | -12222845 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 7231 | 3370 | 3861 | 7231 | 3370 | 3861 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122626 | -151379 | -396305 | -141915 | 329451 | -580268 |
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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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