Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544838.3178 | 1540760.3164 | 4078.0013 | 1170322.5749 | 2539512.4889 | -1369189.914 |
Total P&L (%) | 1544.8383 | 1540.7603 | 4.078 | 1170.3226 | 2539.5125 | -1369.1899 |
Avg Daily Profit (%) | 0.6851 | 0.6833 | 0.0018 | 0.1128 | 0.1453 | 0 |
Buy And Hold Return (%) | 309.6491 | 309.6491 | 309.6491 | 309.6491 | 309.6491 | 309.6491 |
Max Trade Drawdown | -236104 | -117181 | -228711 | -2835520 | -1104760 | -2340431 |
Profit Factor | 2.7995 | 4.7318 | 1.0092 | 1.1369 | 1.6677 | 0.7114 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 41.7476 | 36.5385 | 47.0588 | 41.7476 | 36.5385 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.9062 | 8.2184 | 1.1353 | 1.5864 | 2.8965 | 0.8003 |
Largest Winning Trade | 928092 | 928092 | 62899 | 1544747 | 1544747 | 697254 |
Largest Losing Trade | -57106 | -34529 | -57106 | -1390801 | -589096 | -1390801 |
Avg Bars in Trades | 119 | 95 | 144 | 119 | 95 | 144 |
Avg Bars in Winners | 213 | 177 | 242 | 213 | 177 | 242 |
Avg Bars in Losers | 52 | 48 | 58 | 52 | 48 | 58 |
Bars Traded | 12344 | 4959 | 7385 | 12344 | 4959 | 7385 |
Profit Streak | 0 | 0 | 44.051 | 0 | 0 | 44.051 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476959 | -166878 | -747278 | -116149 | -180830 | -761423 |
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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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