Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380857.3853 | 1395310.5278 | -14453.1425 | 457724.1187 | 1154550.6044 | -696826.4857 |
Total P&L (%) | 1380.8574 | 1395.3105 | -14.4531 | 457.7241 | 1154.5506 | -696.8265 |
Avg Daily Profit (%) | 0.6089 | 0.6153 | -0.0064 | 0.0758 | 0.1116 | 0 |
Buy And Hold Return (%) | 290.6336 | 290.6336 | 290.6336 | 290.6336 | 290.6336 | 290.6336 |
Max Trade Drawdown | -171765 | -100999 | -220718 | -878835 | -289197 | -1063608 |
Profit Factor | 2.7635 | 4.8989 | 0.966 | 1.1529 | 2.0239 | 0.6267 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 40 | 39.5833 | 40.4255 | 40 | 39.5833 | 40.4255 |
Ratio Avg Win / Avg Loss | 4.1453 | 7.4773 | 1.4236 | 1.7293 | 3.0891 | 0.9235 |
Largest Winning Trade | 1123292 | 1123292 | 52819 | 923094 | 923094 | 285720 |
Largest Losing Trade | -40461 | -35882 | -40461 | -340265 | -126889 | -340265 |
Avg Bars in Trades | 135 | 108 | 163 | 135 | 108 | 163 |
Avg Bars in Winners | 247 | 194 | 300 | 247 | 194 | 300 |
Avg Bars in Losers | 61 | 51 | 70 | 61 | 51 | 70 |
Bars Traded | 12886 | 5198 | 7688 | 12886 | 5198 | 7688 |
Profit Streak | 0 | 0 | 150.6644 | 0 | 0 | 150.6644 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418191 | 498086 | -581790 | -156329 | -45949 | -583457 |
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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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