Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111442.7206 | 1099037.5458 | 12405.1748 | 957319.028 | 2514162.5006 | -1556843.4726 |
Total P&L (%) | 1111.4427 | 1099.0375 | 12.4052 | 957.319 | 2514.1625 | -1556.8435 |
Avg Daily Profit (%) | 0.613 | 0.6062 | 0.0068 | 0.1302 | 0.1802 | 0 |
Buy And Hold Return (%) | 495.3204 | 495.3204 | 495.3204 | 495.3204 | 495.3204 | 495.3204 |
Max Trade Drawdown | -126631 | -88588 | -74995 | -3899903 | -2266721 | -2020062 |
Profit Factor | 2.5006 | 4.0895 | 1.0322 | 1.075 | 1.4059 | 0.7632 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 46.1957 | 44.5652 | 47.8261 | 46.1957 | 44.5652 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.9125 | 5.0869 | 1.1261 | 1.252 | 1.7488 | 0.8325 |
Largest Winning Trade | 550170 | 550170 | 64177 | 3323759 | 3323759 | 612029 |
Largest Losing Trade | -32355 | -32355 | -31300 | -1012333 | -553539 | -1012333 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 92 | 77 | 106 | 92 | 77 | 106 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 10636 | 4596 | 6040 | 10636 | 4596 | 6040 |
Profit Streak | 0 | 7.789 | 0 | 0 | 7.789 | 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 | 379997 | 412607 | -535691 | -164740 | 240553 | -581931 |
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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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