Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758461.6682 | 718976.6261 | 39485.0422 | 1953128.8729 | 14036218.6215 | -12083089.7486 |
Total P&L (%) | 758.4617 | 718.9766 | 39.485 | 1953.1289 | 14036.2186 | -12083.0897 |
Avg Daily Profit (%) | 0.3033 | 0.2876 | 0.0158 | 0.1209 | 0.1982 | 0 |
Buy And Hold Return (%) | 782.7575 | 782.7575 | 782.7575 | 782.7575 | 782.7575 | 782.7575 |
Max Trade Drawdown | -202654 | -107748 | -169719 | -14976007 | -3472784 | -16160840 |
Profit Factor | 1.7628 | 2.3609 | 1.0847 | 1.049 | 1.8781 | 0.4945 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 49.3827 | 48.7603 | 50 | 49.3827 | 48.7603 | 50 |
Ratio Avg Win / Avg Loss | 1.8069 | 2.4809 | 1.0847 | 1.0752 | 1.9736 | 0.4945 |
Largest Winning Trade | 193340 | 193340 | 66098 | 8101813 | 8101813 | 1707508 |
Largest Losing Trade | -60278 | -31245 | -60278 | -9686048 | -1999131 | -9686048 |
Avg Bars in Trades | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 7022 | 4055 | 2967 | 7022 | 4055 | 2967 |
Profit Streak | 65.8622 | 83.1956 | 65.8622 | 65.8622 | 83.1956 | 65.8622 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151233 | -152651 | -464230 | -199115 | 411505 | -580171 |
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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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