Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514258.1911 | 1554914.2413 | -40656.0502 | 216287.1816 | 456278.979 | -239991.7974 |
Total P&L (%) | 1514.2582 | 1554.9142 | -40.6561 | 216.2872 | 456.279 | -239.9918 |
Avg Daily Profit (%) | 0.8337 | 0.8561 | -0.0224 | 0.0634 | 0.0945 | 0 |
Buy And Hold Return (%) | 581.5348 | 581.5348 | 581.5348 | 581.5348 | 581.5348 | 581.5348 |
Max Trade Drawdown | -173731 | -134008 | -79712 | -948445 | -935511 | -397834 |
Profit Factor | 2.6733 | 3.6489 | 0.8721 | 1.0399 | 1.1283 | 0.8714 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Profitability (%) | 44.0329 | 39.6694 | 48.3607 | 44.0329 | 39.6694 | 48.3607 |
Ratio Avg Win / Avg Loss | 3.3979 | 5.5494 | 0.9313 | 1.3217 | 1.7159 | 0.9304 |
Largest Winning Trade | 857861 | 857861 | 63943 | 906284 | 906284 | 306408 |
Largest Losing Trade | -41107 | -41107 | -24585 | -285598 | -285598 | -135672 |
Avg Bars in Trades | 41 | 65 | 18 | 41 | 65 | 18 |
Avg Bars in Winners | 53 | 92 | 22 | 53 | 92 | 22 |
Avg Bars in Losers | 32 | 47 | 15 | 32 | 47 | 15 |
Bars Traded | 10205 | 7942 | 2263 | 10205 | 7942 | 2263 |
Profit Streak | 0 | 77.1197 | 0 | 0 | 77.1197 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496173 | 465311 | -581367 | -451736 | -314576 | -581367 |
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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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