Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190295.3834 | 1178600.7528 | 11694.6306 | 824172.4965 | 1596281.6384 | -772109.1418 |
Total P&L (%) | 1190.2954 | 1178.6008 | 11.6946 | 824.1725 | 1596.2816 | -772.1091 |
Avg Daily Profit (%) | 0.6567 | 0.6502 | 0.0065 | 0.1228 | 0.1563 | 0 |
Buy And Hold Return (%) | 537.8591 | 537.8591 | 537.8591 | 537.8591 | 537.8591 | 537.8591 |
Max Trade Drawdown | -120787 | -75999 | -72486 | -3614569 | -2451381 | -1195273 |
Profit Factor | 2.5112 | 3.9927 | 1.0297 | 1.0783 | 1.2989 | 0.851 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 43.4483 | 37.5 | 49.3151 | 43.4483 | 37.5 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.2685 | 6.6545 | 1.0583 | 1.4035 | 2.1648 | 0.8746 |
Largest Winning Trade | 667453 | 667453 | 70529 | 2047536 | 2047536 | 755966 |
Largest Losing Trade | -40551 | -27976 | -40551 | -656191 | -656191 | -599171 |
Avg Bars in Trades | 141 | 188 | 94 | 141 | 188 | 94 |
Avg Bars in Winners | 186 | 294 | 105 | 186 | 294 | 105 |
Avg Bars in Losers | 107 | 125 | 84 | 107 | 125 | 84 |
Bars Traded | 20499 | 13590 | 6909 | 20499 | 13590 | 6909 |
Profit Streak | 0 | 83.5324 | 0 | 0 | 83.5324 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327402 | -70029 | -610070 | -175262 | -77644 | -653002 |
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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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