Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923530.1382 | 1043787.4929 | -120257.3547 | -64319.275 | 19945.5935 | -84264.8685 |
Total P&L (%) | 923.5301 | 1043.7875 | -120.2574 | -64.3193 | 19.9456 | -84.2649 |
Avg Daily Profit (%) | 0.5079 | 0.5741 | -0.0661 | -0.0567 | 0.01 | -0.1017 |
Buy And Hold Return (%) | 599.4061 | 599.4061 | 599.4061 | 599.4061 | 599.4061 | 599.4061 |
Max Trade Drawdown | -238185 | -137301 | -220995 | -76013 | -29847 | -88120 |
Profit Factor | 2.2286 | 4.1839 | 0.7163 | 0.7196 | 1.1997 | 0.3492 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 45.3333 | 44.7368 | 45.9459 | 45.3333 | 44.7368 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.6874 | 5.1684 | 0.8427 | 0.8677 | 1.482 | 0.4109 |
Largest Winning Trade | 614613 | 614613 | 78096 | 47448 | 47448 | 12772 |
Largest Losing Trade | -88229 | -45472 | -88229 | -57867 | -21338 | -57867 |
Avg Bars in Trades | 142 | 129 | 156 | 142 | 129 | 156 |
Avg Bars in Winners | 194 | 172 | 216 | 194 | 172 | 216 |
Avg Bars in Losers | 99 | 93 | 105 | 99 | 93 | 105 |
Bars Traded | 10681 | 4905 | 5776 | 10681 | 4905 | 5776 |
Profit Streak | 60.973 | 101.8063 | 60.973 | 60.973 | 101.8063 | 60.973 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56740 | 314745 | -581789 | -642478 | -347196 | -581789 |
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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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