Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037918.2606 | 1191770.3383 | -153852.0777 | -75416.4578 | 65785.1772 | -141201.635 |
Total P&L (%) | 1037.9183 | 1191.7703 | -153.8521 | -75.4165 | 65.7852 | -141.2016 |
Avg Daily Profit (%) | 0.4599 | 0.5281 | -0.0682 | -0.0622 | 0.0224 | 0 |
Buy And Hold Return (%) | 488.3679 | 488.3679 | 488.3679 | 488.3679 | 488.3679 | 488.3679 |
Max Trade Drawdown | -194198 | -101162 | -225303 | -196757 | -89629 | -181380 |
Profit Factor | 1.9517 | 3.4794 | 0.7478 | 0.9122 | 1.1747 | 0.7075 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 44.5596 | 42.268 | 46.875 | 44.5596 | 42.268 | 46.875 |
Ratio Avg Win / Avg Loss | 2.4283 | 4.7524 | 0.8475 | 1.135 | 1.6044 | 0.8018 |
Largest Winning Trade | 966442 | 966442 | 53173 | 113996 | 113996 | 62644 |
Largest Losing Trade | -53799 | -53089 | -53799 | -92443 | -81670 | -92443 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 48 | 38 | 58 | 48 | 38 | 58 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 6498 | 2801 | 3697 | 6498 | 2801 | 3697 |
Profit Streak | 0 | 0 | 11.5078 | 0 | 0 | 11.5078 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245070 | 378698 | -581659 | -580216 | -359006 | -581659 |
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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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