Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949278.3967 | 879704.7785 | 69573.6181 | 4525033.4132 | 5272648.9515 | -747615.5383 |
Total P&L (%) | 949.2784 | 879.7048 | 69.5736 | 4525.0334 | 5272.649 | -747.6155 |
Avg Daily Profit (%) | 0.5226 | 0.4843 | 0.0383 | 0.2113 | 0.2196 | 0 |
Buy And Hold Return (%) | 539.7524 | 539.7524 | 539.7524 | 539.7524 | 539.7524 | 539.7524 |
Max Trade Drawdown | -117176 | -81569 | -64188 | -9350324 | -4754692 | -4911888 |
Profit Factor | 2.0782 | 3.171 | 1.1464 | 1.1429 | 1.3665 | 0.9567 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 56.5934 | 56.044 | 57.1429 | 56.5934 | 56.044 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5939 | 2.4871 | 0.8598 | 0.8766 | 1.0717 | 0.7176 |
Largest Winning Trade | 284584 | 284584 | 75530 | 2494034 | 2213112 | 2494034 |
Largest Losing Trade | -35159 | -35159 | -30058 | -3473362 | -1314536 | -3473362 |
Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Winners | 66 | 60 | 71 | 66 | 60 | 71 |
Avg Bars in Losers | 50 | 47 | 52 | 50 | 47 | 52 |
Bars Traded | 10757 | 4980 | 5777 | 10757 | 4980 | 5777 |
Profit Streak | 0 | 103.1274 | 0 | 0 | 103.1274 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290032 | 329547 | -368060 | -55082 | 384411 | -580163 |
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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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